Central limit theorem for sampled sums of dependent random variables

Details Central limit theorem for sampled sums of dependent random variables Central limit theorem for sampled sums of dependent random variables

2007-12-21

arxiv.org/abs/0712.3696v1

Mathematics

Probability

Scientific paper

We prove a central limit theorem for linear triangular arrays under weak
dependence conditions. Our result is then applied to the study of dependent
random variables sampled by a $\bbZ$-valued transient random walk. This extends
the results obtained by Guillotin-Plantard & Schneider (2003). An application
to parametric estimation by random sampling is also provided.

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