Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables
Hahn, M. G. ; Kuelbs, J. ; Samur, J. D.
Ann. Probab., Tome 15 (1987) no. 4, p. 1395-1418 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
A Gaussian central limit theorem for trimmed sums of $\Phi$-mixing Hilbert-space-valued random variables is obtained, and implications regarding Ibragimov's conjecture are examined.
Publié le : 1987-10-14
Classification:  Asymptotic normality,  $\Phi$-mixing,  trimmed sums,  extreme terms,  Ibragimov's conjecture,  60F05,  60F15 
@article{1176991984,
     author = {Hahn, M. G. and Kuelbs, J. and Samur, J. D.},
     title = {Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 1395-1418},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991984}
}

Hahn, M. G.; Kuelbs, J.; Samur, J. D. Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables. Ann. Probab., Tome 15 (1987) no. 4, pp.  1395-1418. http://gdmltest.u-ga.fr/item/1176991984/