On a central limit theorem for shrunken weakly dependent random variables
Probability
2014-10-02 v1
Abstract
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" . For independent, identically distributed random variables, this result was proved earlier by Housworth and Shao.
Cite
@article{arxiv.1410.0214,
title = {On a central limit theorem for shrunken weakly dependent random variables},
author = {Richard C. Bradley and Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:1410.0214},
year = {2014}
}