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Chapter
Stationary m-Dependent Sequences
DOI link for Stationary m-Dependent Sequences
Stationary m-Dependent Sequences book
Stationary m-Dependent Sequences
DOI link for Stationary m-Dependent Sequences
Stationary m-Dependent Sequences book
ByThomas S. Ferguson
Edition 1st Edition
First Published 1996
Imprint Routledge
Pages 6
eBook ISBN 9781315136288
ABSTRACT
In this section we prove a theorem that allows us to show asymptotic normality for sums of random variables for certain statistical problems with a limited amount of dependence between the variables. A sequence of random variables, Y 1, Y 2,…, is said to be m-dependent if for every integer, s ≥ 1, the sets of random variables {Y 1, …, Y s } and {Y m + s + 1,Y m + s + 2,…} are independent. (For m = 0, this is equivalent to independence of the sequence.)