Central limit theorem for sampled sums of dependent random variables
Probability
2007-12-24 v1
Abstract
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a -valued transient random walk. This extends the results obtained by Guillotin-Plantard & Schneider (2003). An application to parametric estimation by random sampling is also provided.
Cite
@article{arxiv.0712.3696,
title = {Central limit theorem for sampled sums of dependent random variables},
author = {Nadine Guillotin-Plantard and Clémentine Prieur},
journal= {arXiv preprint arXiv:0712.3696},
year = {2007}
}