Lindeberg Method for Mixing Sequences 37
نویسنده
چکیده
We extend the Lindeberg method for the central limit theorem to strongly mixing sequences. Here we obtain a generalization of the central limit theorem of Doukhan, Massart and Rio to nonsta-tionary strongly mixing triangular arrays. The method also provides estimates of the L evy distance between the distribution of the normalized sum and the standard normal.
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