Central limit theorem for sampled sums of dependent random variables

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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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Probability, Primary 60F05, 60G50, 62D05; Secondary 37C30, 37E05

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http://salesiana.dossiersoluciones.com/handle/123456789/144748

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0712.3696
 http://arxiv.org/abs/0712.3696

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arXiv