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Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

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  • Mikami, Toshio

Abstract

Let {Xn}n = 1[infinity] be a Eyraud-Farlie-Gumbel-Morgenstern process. Put Sn[reverse not equivalent][summation operator]k=1nXk. In this paper we prove the large deviations theorem for Sn/n, and the central limit theorem for Sn/n1/2, as n --> [infinity].

Suggested Citation

  • Mikami, Toshio, 1997. "Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 73-78, August.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:1:p:73-78
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    Cited by:

    1. Hashorva, Enkelejd, 2001. "Asymptotic results for FGM random sequences," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 417-425, October.
    2. Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
    3. Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter, 2021. "New results on perturbation-based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 347-373, January.

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