Abstract
In this paper we prove central limit theorems for sums of random variables belonging to a triangular array. We assume that this array satisfies the α-mixing property. One central limit theorem stales me convergence in distribution without any assumption on the finiteness of moments. Finally, we apply one of the central limit theorems proved before to the problem of estimating the stationary density of a Markov chain.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
