科研之友
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摘要
Our main result is a central limit theorem for random sums of the form Xi, where {X-i}i >= 1 is a stationary m-dependent process and N-n is a random index independent of {X-i}i >= 1. This extends the work of Chen and Shao on the i.i.d. case to a dependent setting and provides a variation of a recent result of Shang on m-dependent sequences. Further, a weak law of large numbers is proven for Sigma(Nn)(i=1) X-i, and the results are exemplified with applications on moving average and descent processes.
- 出版日期2016-2
