A CENTRAL-LIMIT-THEOREM FOR GLOBALLY NONSTATIONARY NEAR-EPOCH DEPENDENT FUNCTIONS OF MIXING PROCESSES
A CENTRAL-LIMIT-THEOREM FOR GLOBALLY NONSTATIONARY NEAR-EPOCH DEPENDENT FUNCTIONS OF MIXING PROCESSES
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DOI：
10.1017/s0266466600012950
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发表时间：
1992-09-01
影响因子：
0.8
通讯作者：
DAVIDSON, J
中科院分区：
文献类型：
--
作者：
DAVIDSON, J
证明了相依随机过程的一个中心极限定理。允许项分布的全局异质性，包括渐近无界矩。其方法是使CLT适应由于McLeish引起的鞅差异，并证明适当定义的Bernstein块满足所要求的条件。
A central limit theorem is proved for dependent stochastic processes. Global heterogeneity of the distribution of the terms is permitted, including asymptotically unbounded moments. The approach is to adapt a CLT for martingale differences due to McLeish and show that suitably defined Bernstein blocks satisfy the required conditions.