A More General Central Limit Theorem for M-dependent Random Variables with Unbounded M

Abstract

In this article, a general central limit theorem for a triangular array of m-dependent random variables is presented. Here m may tend to innnity with the row index at a certain rate. Our theorem is a generalization of previous results. Some examples are given that show that the generalization is useful. In particular, we consider the limiting behavior of… (More)

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Cite this paper

@inproceedings{Romano2000AMG, title={A More General Central Limit Theorem for M-dependent Random Variables with Unbounded M}, author={Joseph P. Romano and Michael M. Wolf}, year={2000} }