Free Access
Issue
ESAIM: PS
Volume 17, 2013
Page(s) 120 - 134
DOI https://doi.org/10.1051/ps/2011144
Published online 08 February 2013
  1. D.W.K. Andrews, Non-strong mixing autoregressive processes, J. Appl. Probab. 21 (1984) 930–934. [CrossRef] [MathSciNet] [Google Scholar]
  2. J.M. Bardet, P. Doukhan, G. Lang and N. Ragache, Dependent Lindeberg central limit theorem and some applications. ESAIM : PS 12 (2008) 154–172. [CrossRef] [EDP Sciences] [Google Scholar]
  3. P.J. Bickel and P. Bühlmann, A new mixing notion and functional central limit theorems for a sieve bootstrap in time series. Bernoulli 5 (1999) 413–446. [CrossRef] [MathSciNet] [Google Scholar]
  4. P. Billingsley, The Lindeberg-Lévy theorem for martingales. Proc. Amer. Math. Soc. 12 (1961) 788–792. [MathSciNet] [Google Scholar]
  5. P. Billingsley, Convergence of Probability Measures. Wiley, New York (1968). [Google Scholar]
  6. C. Coulon-Prieur and P. Doukhan, A triangular central limit theorem under a new weak dependence condition. Stat. Probab. Lett. 47 (2000) 61–68. [CrossRef] [MathSciNet] [Google Scholar]
  7. R. Dahlhaus, Fitting time series models to nonstationary processes. Ann. Stat. 25 (1997) 1–37. [CrossRef] [Google Scholar]
  8. R. Dahlhaus, Local inference for locally stationary time series based on the empirical spectral measure. J. Econ. 151 (2009) 101–112. [CrossRef] [Google Scholar]
  9. J. Dedecker, A central limit theorem for stationary random fields. Probab. Theory Relat. Fields 110 (1998) 397–426. [CrossRef] [MathSciNet] [Google Scholar]
  10. J. Dedecker and F. Merlevède, Necessary and sufficient conditions for the conditional central limit theorem. Ann. Probab. 30 (2002) 1044–1081. [CrossRef] [MathSciNet] [Google Scholar]
  11. J. Dedecker and E. Rio, On the functional central limit theorem for stationary processes. Ann. Inst. Henri Poincaré Série B 36 (2000) 1–34. [CrossRef] [MathSciNet] [Google Scholar]
  12. J. Dedecker, P. Doukhan, G. Lang, J.R. León, S. Louhichi and C. Prieur, Weak Dependence : With Examples and Applications. Springer-Verlag. Lect. Notes Stat. 190 (2007). [Google Scholar]
  13. P. Doukhan, Mixing : Properties and Examples. Springer-Verlag. Lect. Notes Stat. 85 (1994). [Google Scholar]
  14. P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequalities. Stoch. Proc. Appl. 84 (1999) 313–342. [CrossRef] [MathSciNet] [Google Scholar]
  15. I.A. Ibragimov, Some limit theorems for stationary processes. Teor. Veroyatn. Primen. 7 (1962) 361–392 (in Russian). [English translation : Theory Probab. Appl. 7 (1962) 349–382]. [Google Scholar]
  16. I.A. Ibragimov, A central limit theorem for a class of dependent random variables. Teor. Veroyatnost. i Primenen. 8 (1963) 89–94 (in Russian). [English translation : Theor. Probab. Appl. 8 (1963) 83–89]. [Google Scholar]
  17. I.A. Ibragimov, A note on the central limit theorem for dependent random variables. Teor. Veroyatnost. i Primenen. 20 (1975) 134–140 (in Russian). [English translation : Theor. Probab. Appl. 20 (1975) 135–141]. [Google Scholar]
  18. J.W. Lindeberg, Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung, Math. Zeitschr. 15 (1922) 211–225. [CrossRef] [Google Scholar]
  19. J.S. Liu, Siegel’s formula via Stein’s identities. Statist. Probab. Lett. 21 (1994) 247–251. [CrossRef] [MathSciNet] [Google Scholar]
  20. H. Lütkepohl, Handbook of Matrices. Wiley, Chichester (1996). [Google Scholar]
  21. M.H. Neumann and E. Paparoditis, Goodness-of-fit tests for Markovian time series models : Central limit theory and bootstrap approximations. Bernoulli 14 (2008) 14–46. [CrossRef] [MathSciNet] [Google Scholar]
  22. M.H. Neumann and E. Paparoditis, A test for stationarity. Manuscript (2011). [Google Scholar]
  23. M.H. Neumann and R. von Sachs, Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra. Ann. Statist. 25 (1997) 38–76. [CrossRef] [MathSciNet] [Google Scholar]
  24. E. Rio, About the Lindeberg method for strongly mixing sequences. ESAIM : PS 1 (1995) 35–61. [CrossRef] [EDP Sciences] [Google Scholar]
  25. M. Rosenblatt, A central limit theorem and a strong mixing condition. Proc. Natl. Acad. Sci. USA 42 (1956) 43–47. [CrossRef] [Google Scholar]
  26. M. Rosenblatt, Linear processes and bispectra. J. Appl. Probab. 17 (1980) 265–270. [CrossRef] [Google Scholar]
  27. V.A. Volkonski and Y.A. Rozanov, Some limit theorems for random functions, Part I. Teor. Veroyatn. Primen. 4 (1959) 186–207 (in Russian). [English translation : Theory Probab. Appl. 4 (1959) 178–197]. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.