LOCAL ASYMPTOTIC NORMALITY FOR DEPENDENT OBSERVATIONS.

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作者
Efroimovich, S.Yu.
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| 1978年 / 14卷 / 03期
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Conditions of local asymptotic normality (LAN) are given for a sequence of dependent observations. These observations can be provisionally divided into two groups. The first group of conditions should be analogous to the LAN conditions for independent observations, and, when they are satisfied, the second group is the necessary LAN condition.
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页码:210 / 217
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