Add to ORKGWe prove a self normalized central limit theorem for a new mixing class of processes introduced in Kacem et al. (2013). This class is larger than the classical strongly mixing processes and thus our result is more general than Peligrad and Shao's (1995) and Shi's (2000) ones. The fact that some conditionally independent processes satisfy this kind of mixing properties motivated our study. We investigate the weak consistency as well as the asymptotic normality of the estimator of the variance that we propose
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
Abstract Let {X,Xn}n∈N $\{X, X_{n}\}_{n\in N}$ be a strictly stationary ρ− $\rho^{-}$-mixing sequenc...
12 pagesInternational audienceIn 1983, N. Herrndorf proved that for a $\phi$-mixing sequence satisfy...
We prove a self normalized central limit theorem for a new mixing class of processes introduced in K...
This paper shows how the modern machinery for generating abstract empirical central limit theorems c...
In this article we give a necessary and sufficient condition for a self-normalized weak invariance p...
Let be a linear process, where and [var epsilon]t, t[set membership, variant]Z, are i.i.d. r.v.'s in...
In [1], the authors gave an example of absolutely regular strictly stationary process which satisfie...
In this paper we extend a theorem of Bradley under interlaced mixing and strong mixing conditions. M...
Although robust estimation methods were formalized by the late 1800s, data trimming and truncation f...
This paper establishes a central limit theorem (CLT) for empirical processes indexed by smooth funct...
The object of this paper is to prove the functional central limit theorem for the stationary process...
In [6], Serfozo introduced a class of stochastic processes which he called semi-stationary processes...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
AbstractLet {Xn, n ≥ 1} be a stationary sequence of ρ-mixing random variables satisfying EXn = μ, EX...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
Abstract Let {X,Xn}n∈N $\{X, X_{n}\}_{n\in N}$ be a strictly stationary ρ− $\rho^{-}$-mixing sequenc...
12 pagesInternational audienceIn 1983, N. Herrndorf proved that for a $\phi$-mixing sequence satisfy...
We prove a self normalized central limit theorem for a new mixing class of processes introduced in K...
This paper shows how the modern machinery for generating abstract empirical central limit theorems c...
In this article we give a necessary and sufficient condition for a self-normalized weak invariance p...
Let be a linear process, where and [var epsilon]t, t[set membership, variant]Z, are i.i.d. r.v.'s in...
In [1], the authors gave an example of absolutely regular strictly stationary process which satisfie...
In this paper we extend a theorem of Bradley under interlaced mixing and strong mixing conditions. M...
Although robust estimation methods were formalized by the late 1800s, data trimming and truncation f...
This paper establishes a central limit theorem (CLT) for empirical processes indexed by smooth funct...
The object of this paper is to prove the functional central limit theorem for the stationary process...
In [6], Serfozo introduced a class of stochastic processes which he called semi-stationary processes...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
AbstractLet {Xn, n ≥ 1} be a stationary sequence of ρ-mixing random variables satisfying EXn = μ, EX...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
Abstract Let {X,Xn}n∈N $\{X, X_{n}\}_{n\in N}$ be a strictly stationary ρ− $\rho^{-}$-mixing sequenc...
12 pagesInternational audienceIn 1983, N. Herrndorf proved that for a $\phi$-mixing sequence satisfy...