A local limit theorem for sums of dependent random variables

A local version of the central limit theorem is established for normalized sums of dependent random variables when a global theorem is known and conditional distributions are sufficiently smooth. The proof uses ideas from Statistics, by representing the density as the integral of a score function for a translation family of distributions.

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Year of publication:	1990
Authors:	Wang, Mei ; Woodroofe, Michael
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 3, p. 207-213
Publisher:	Elsevier
Keywords:	Central limit theorem almost differentiability score function martingales stationary sequences Markov chains

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211881