Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151765 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
We consider a class of dependent random variables where the dependence structure involves a factor driven by Sn/nSn/n. Under very mild conditions for the innovation, we obtain several asymptotic results for the partial sums including basic asymptotics and strong limit theorems. The fact that the asymptotic properties differ strikingly in a neighbour of a critical point makes the model very interesting.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Li-Xin Zhang, Yang Zhang,