ON IBRAGIMOV-IOSIFESCU CONJECTURE FOR PHI-MIXING SEQUENCES

被引：29

作者：

PELIGRAD, M

机构：

[1] Department of Mathematical Sciences, University of Cincinnati, Cincinnati

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 35卷 / 02期

基金：

美国国家科学基金会;

关键词：

central limit theorem; invariance principle; φ-mixing sequences;

D O I：

10.1016/0304-4149(90)90008-G

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The aim of this paper is to give new central limit theorems and invariance principles for φ-mixing sequences of random variables that support the Ibragimov-Iosifescu conjecture. A related conjecture is formulated and a positive answer is given for the distributions that have tails regularly varying with the exponent -2. © 1990.

引用

页码：293 / 308

页数：16

共 20 条

[1]

Billingsley P, 1968, CONVERGENCE PROBABIL

[2] A CENTRAL LIMIT-THEOREM FOR STATIONARY RHO-MIXING SEQUENCES WITH INFINITE VARIANCE [J].