A useful central limit theorem for m-dependent variables

Author:

Schönfeld P.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. Anderson, T. W.: On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations. Annals of Mathematical Statistics30, 676–687, 1959.

2. Diananda, P. H.: Some Probability Limit Theorems with Statistical Applications. Proc. Cambridge Philosophical Society49, 239–246, 1953.

3. Eicker, F.: Über den Zentralen Grenzwertsatz für abhängige Zufallsvariable. Z. f. Wahrscheinlichkeitstheorie3, 193–203, 1964.

4. Gnedenko, B. W. undA. N. Kolmogorov: Grenzverteilungen von Summen unabhängiger Zufallsgrößen. Transl. from Russian. Akademie-Verlag, Berlin 1959.

5. Malinvaud, E.: Méthodes Statistiques de l’Econométrie. Dunod, Paris 1964, pp. 220–223; deuxième édit, 1969, pp. 268–271.

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