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.
Publié le : 1999-02-14
Classification:
absolute continuity,
central limit theorem,
strong mixing,
variance of partial sums
@article{1173707095,
author = {Bradley, Richard C.},
title = {On the growth of variances in a central limit theorem for strongly mixing sequences},
journal = {Bernoulli},
volume = {5},
number = {6},
year = {1999},
pages = { 67-80},
language = {en},
url = {http://dml.mathdoc.fr/item/1173707095}
}
Bradley, Richard C. On the growth of variances in a central limit theorem for strongly mixing sequences. Bernoulli, Tome 5 (1999) no. 6, pp. 67-80. http://gdmltest.u-ga.fr/item/1173707095/