一个强混合样本中心极限定理的注记

A Note on the Central Limit Theorem for Strong Mixing Sequences

  • 摘要: 本文在为强混合样本, 是实三角阵列下, 得到了一个新的关于线性和的中心极限定理. 并利用该中心极限定理, 进一步建立了线性过程部分和的中心极限定理.

     

    Abstract: In this paper, we derive a central limit theorem for , where is a strong mixing sequences, and is a triangular array of real numbers. To show the application of the central limit theorem, we establish a central limit theorem for a partial sum of a linear process.

     

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