In this note we establish the central limit theorem for $\rho$-mixing sequences under combinations of moment assumptions and $\rho$-mixing rates. These results contain the well-known Ibragimov theorems and answer a problem from recent work of Bradley.
Publié le : 1987-10-14
Classification:
$\rho$-mixing sequences,
central limit theorem,
strict stationarity,
maximal correlation,
60F05,
60B10
@article{1176991983,
author = {Peligrad, Magda},
title = {On the Central Limit Theorem for $\rho$-Mixing Sequences of Random Variables},
journal = {Ann. Probab.},
volume = {15},
number = {4},
year = {1987},
pages = { 1387-1394},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991983}
}
Peligrad, Magda. On the Central Limit Theorem for $\rho$-Mixing Sequences of Random Variables. Ann. Probab., Tome 15 (1987) no. 4, pp. 1387-1394. http://gdmltest.u-ga.fr/item/1176991983/