Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155202 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
A central limit theorem (CLT) for self-normalized sequences of ρρ-mixing (strictly) stationary random variables is obtained, provided the regular CLT holds. The self-normalizer is from the classical Bernstein-Block-Technique.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xinxin Jiang, Marjorie Hahn,