A self-normalized central limit theorem for a -mixing stationary sequence

作者：Cai, Guang-hui; Xiang, Lin; Su, Xin-xing; Ying, Xue-hai^*

来源：Communications in Statistics - Theory and Methods, 2018, 47(8): 1785-1791.

DOI：10.1080/03610926.2016.1277754

• Central limit theorem
• rho-Mixing
• Self-normalized

We investigate a self-normalized central limit theorem for a -mixing stationary sequence {X-i, i 1} of random variables such that L(x) : E((X1I)-I-2{|X-1| x}) is a slowly varying function as x . The results obtained generalize the results of Gine, Gotze, and Mason (1997) and Mason (2005) to -mixing sequences.

• 出版日期2018
• 单位浙江工商大学