2 papers
math.ST2007
Dependent Lindeberg central limit theorem and some applications
Jean-Marc Bardet, Paul Doukhan, Gabriel Lang +1
In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. The…
math.ST2006
Convergence rates for density estimators of weakly dependent time series
Nicolas Ragache, Olivier Wintenberger
Assuming that is a vector valued time series with a common marginal distribution admitting a density , our aim is to provide a wide range of consistent estimato…