Central limit theorem for finitely-dependent random variables Export

@article{citeulike:5029806, abstract = {For sequences of finitely-dependent random variables, under rather general hypotheses we establish estimates of integrals of the form where Fn(x) is the distribution function of the normalized sum of random variables; f(x) is the standard normal distribution function. In the proof we use relations obtained by the method of C. Stein. The results are applicable, in particular, to m-dependent random variables and fields.}, author = {Shergin, V. V.}, citeulike-article-id = {5029806}, citeulike-linkout-0 = {http://dx.doi.org/10.1007/BF01261286}, citeulike-linkout-1 = {http://www.springerlink.com/content/gmx6023620703122}, day = {1}, doi = {10.1007/BF01261286}, journal = {Journal of Mathematical Sciences}, keywords = {central, dependent, limit, theorem}, month = {December}, number = {4}, pages = {3244--3248}, posted-at = {2009-07-01 06:03:29}, priority = {2}, title = {Central limit theorem for finitely-dependent random variables}, url = {http://dx.doi.org/10.1007/BF01261286}, volume = {67}, year = {1993} }

TY - JOUR ID - citeulike:5029806 L3 - citeulike-article-id:5029806 N2 - For sequences of finitely-dependent random variables, under rather general hypotheses we establish estimates of integrals of the form where Fn(x) is the distribution function of the normalized sum of random variables; f(x) is the standard normal distribution function. In the proof we use relations obtained by the method of C. Stein. The results are applicable, in particular, to m-dependent random variables and fields. IS - 4 JF - Journal of Mathematical Sciences EP - 3248 TI - Central limit theorem for finitely-dependent random variables VL - 67 SP - 3244 KW - central KW - dependent KW - limit KW - theorem AU - Shergin, VV PY - 1993/12/01/ UR - http://dx.doi.org/10.1007/BF01261286 ER -