A uniform central limit theorem for dependent variables

• Autorzy: Konrad Furmańczyk
• Języki publikacji: EN

Abstrakty

EN

Niemiro and Zieliński (2007) have recently obtained uniform asymptotic normality for the Bernoulli scheme. This paper concerns a similar problem. We show the uniform central limit theorem for a sequence of stationary random variables.

Kategorie tematyczne

• 60G10: Stationary processes
• 60B10: Convergence of probability measures
• 60F05: Central limit and other weak theorems
• 62M10: Time series, auto-correlation, regression, etc.

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2009
• Tom: 36
• Numer: 2
• Strony: 129-138

Daty

wydano

2009

Twórcy

autor

Konrad Furmańczyk

• Department of Applied Mathematics, Faculty of Applied Informatics and Mathematics, Warsaw University of Life Sciences (SGGW), Nowoursynowska 159, 02-776 Warszawa, Poland

Identyfikatory

DOI

10.4064/am36-2-1