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A general central limit theorem for strong mixing sequences

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  • Ekström, Magnus

Abstract

A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.

Suggested Citation

  • Ekström, Magnus, 2014. "A general central limit theorem for strong mixing sequences," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 236-238.
    • Handle: RePEc:eee:stapro:v:94:y:2014:i:c:p:236-238
    DOI: 10.1016/j.spl.2014.07.024
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    References listed on IDEAS

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    1. Politis, D. N. & Romano, Joseph P. & Wolf, Michael, 1997. "Subsampling for heteroskedastic time series," Journal of Econometrics, Elsevier, vol. 81(2), pages 281-317, December.
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