A central limit theorem for m-dependent variables

Abstract

We give a simple and general central limit theorem for a triangular array of m-dependent variables. The result requires only a Lindeberg condition and avoids unnecessary extra conditions that have been used earlier. The result applies also to increasing $m=m(n)$, provided the Lindeberg condition is modified accordingly. This improves earlier results by several authors.

12 pages

References in corpus (1)

• Normal approximation under local dependence

Cited by in corpus (1)

• Level crossings and other level functionals of stationary Gaussian processes