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.
Citation
Richard C. Bradley. "On the growth of variances in a central limit theorem for strongly mixing sequences." Bernoulli 5 (1) 67 - 80, February 1999.
Information
Published: February 1999
First available in Project Euclid: 12 March 2007
zbMATH: 0921.60024
MathSciNet: MR1673243
Keywords:
Absolute continuity
,
central limit theorem
,
Strong mixing
,
variance of partial sums
Rights: Copyright © 1999 Bernoulli Society for Mathematical Statistics and Probability
