Statistics and Probability African Society Editions

Chapter 18. General Central Limit Theorems for Associated Sequences

Harouna SANGARÉ and Gane Samb LO

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Abstract

We provide general central limit theorems (CLT's) for associated random variables following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lynderberg-Feller-Levy type theorem is stated. We next specify different particular CTL versions of associated sequences based on moment conditions. Comparisons and application are addressed too.

Chapter information

Source
Hamet Seydi, Gane Samb Lo, Aboubakary Diakhaby, eds., A Collection of Papers in Mathematics and Related Sciences, a Festschrift in Honour of the Late Galaye Dia, (Calgary, Alberta, 2018), 321-342

Dates
First available in Project Euclid: 26 September 2019

Permanent link to this document
https://projecteuclid.org/euclid.spaseds/1569509478

Digital Object Identifier
doi:10.16929/sbs/2018.100-04-01

Subjects
Primary: 60FXX 60F05: Central limit and other weak theorems 60G11

Keywords
central limit theorems weak convergence associated sequences asymptotic statistics stationary sequences

Citation

SANGARÉ, Harouna; LO, Gane Samb. Chapter 18. General Central Limit Theorems for Associated Sequences. A Collection of Papers in Mathematics and Related Sciences, 321--342, Statistics and Probability African Society, Calgary, Alberta, 2018. doi:10.16929/sbs/2018.100-04-01. https://projecteuclid.org/euclid.spaseds/1569509478


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