A general central limit theorem for strong mixing sequences

A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.

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Year of publication:	2014
Authors:	Ekström, Magnus
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 94.2014, C, p. 236-238
Publisher:	Elsevier
Subject:	Central limit theorem \| Strong mixing \| Non-stationary sequences \| Triangular array \| Weakly approaching sequences

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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