The functional central limit theorem for strong near-epoch dependent random variables

被引：3

作者：

Qiu, J ^{[1
]}

Lin, ZY

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

[2] Zhejiang Univ Finance & Econ, Informat Sch, Hangzhou 310012, Peoples R China

来源：

PROGRESS IN NATURAL SCIENCE-MATERIALS INTERNATIONAL | 2004年 / 14卷 / 01期

关键词：

mixing; near-epoch dependent; strong near-epoch dependent; functional central limit theorem;

D O I：

10.1080/10020070412331343061

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

The functional central limit theorem for strong near-epoch dependent sequences of random variables is proved. The conditions given improve on previous results in the literature concerning dependence and heterogeneity.

引用

页码：9 / 14

页数：6

共 16 条

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