On quantiles and the central limit question for strongly mixing sequences

被引：26

作者：

Bradley, RC

机构：

[1] Department of Mathematics, Indiana University, Bloomington

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1997年 / 10卷 / 02期

基金：

美国国家科学基金会;

关键词：

strong mixing; central limit question; quantiles;

D O I：

10.1023/A:1022624919588

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：

Three classes of strictly stationary, strongly mixing random sequences are constructed, in order to provide further information on the ''borderline'' of the central limit theorem for strictly stationary, strongly mixing random sequences. In these constructions, a key role is played by quantiles, as in a related construction of Doukhan et al.((11))

引用

页码：507 / 555

页数：49

共 25 条

[11]

Denker M., 1986, PROGR PROBABILITY ST, V11, P269

[12]

DOUKHAN P, 1994, ANN I H POINCARE-PR, V30, P63

[13]

HERMDORF N, 1985, Z WAHRSCH VERW GEBIE, V69, P541

[14] STATIONARY STRONGLY MIXING SEQUENCES NOT SATISFYING THE CENTRAL LIMIT-THEOREM [J].