A self-normalized central limit theorem for [rho] -mixing stationary sequences

A central limit theorem (CLT) for self-normalized sequences of [rho]-mixing (strictly) stationary random variables is obtained, provided the regular CLT holds. The self-normalizer is from the classical Bernstein-Block-Technique.

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Year of publication:	2008
Authors:	Jiang, Xinxin ; Hahn, Marjorie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 12, p. 1541-1547
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005074613