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A general central limit theorem for strong mixing sequences
Affiliation:1. Hong Kong Baptist University, Hong Kong;2. Shandong University, Jinan, China;3. Nanjing University of Aeronautics and Astronautics, Nanjing, China;1. Zhejiang University, China;2. National Tsing Hua University, Taiwan;3. Hong Kong University of Science and Technology, Hong Kong;1. University of Alberta, Edmonton, AB, Canada, T6G2G1;2. Sheridan College Institute of Technology and Advanced Learning, 4180 Duke of York Blvd., Mississauga, ON, Canada, L5B0G1;1. Department of Economics, University of North Carolina, Chapel Hill, NC, United States;2. The University of Sydney Business School, Australia;3. St.Petersburg State University, Russian Federation;1. School of Big Data and Artificial Intelligence, Chizhou University, Chizhou, 247000, PR China;2. Center for Pure Mathematics, School of Mathematical Sciences, Anhui University, Hefei, 230601, PR China
Abstract:A central limit theorem for strong mixing sequences is given that applies to both non-stationary sequences and triangular array settings. The result improves on an earlier central limit theorem for this type of dependence given by Politis, Romano and Wolf in 1997.
Keywords:Central limit theorem  Strong mixing  Non-stationary sequences  Triangular array  Weakly approaching sequences
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