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      Chapter

      Stationary m-Dependent Sequences
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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
      BookA Course in Large Sample Theory

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      Edition 1st Edition
      First Published 1996
      Imprint Routledge
      Pages 6
      eBook ISBN 9781315136288
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      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.)

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