Bernoulli

On the growth of variances in a central limit theorem for strongly mixing sequences

Richard C. Bradley

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Abstract

In a central limit theorem under certain strong mixing conditions, one does not quite have an asymptotic linear growth of the variance of the partial sums.

Article information

Source
Bernoulli, Volume 5, Number 1 (1999), 67-80.

Dates
First available in Project Euclid: 12 March 2007

Permanent link to this document
https://projecteuclid.org/euclid.bj/1173707095

Mathematical Reviews number (MathSciNet)
MR1673243

Zentralblatt MATH identifier
0921.60024

Keywords
absolute continuity central limit theorem strong mixing variance of partial sums

Citation

Bradley, Richard C. On the growth of variances in a central limit theorem for strongly mixing sequences. Bernoulli 5 (1999), no. 1, 67--80. https://projecteuclid.org/euclid.bj/1173707095


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References

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