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On stable convergence in the central limit theorem

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  • Cheng, Tsung-Lin
  • Chow, Yuan-Shih

Abstract

A stable convergence theorem for arrays of random variables is established. Moreover, interchangeable sequences of random variables provides a good application for the main result.

Suggested Citation

  • Cheng, Tsung-Lin & Chow, Yuan-Shih, 2002. "On stable convergence in the central limit theorem," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 307-313, May.
    • Handle: RePEc:eee:stapro:v:57:y:2002:i:4:p:307-313
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    Cited by:

    1. Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016. "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.
    2. Liu, Yanbo & Phillips, Peter C.B., 2023. "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.
    3. Xinxin Jiang & Marjorie G. Hahn, 2003. "Central Limit Theorems for Exchangeable Random Variables When Limits Are Scale Mixtures of Normals," Journal of Theoretical Probability, Springer, vol. 16(3), pages 543-571, July.

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