Central Limit Theorems for Dependent Heterogeneous Random Variables
针对混合相依和近邻相依的三角阵列随机变量，提出了中心极限定理，改进了现有文献的条件，并应用于最小化估计量的渐近正态性。
This paper presents central limit theorems for triangular arrays of mixingale and near-epoch-dependent random variables. The central limit theorem for near-epoch-dependent random variables improves results from the literature in various respects. The approach is to define a suitable Bernstein blocking scheme and apply a martingale difference central limit theorem, which in combination with weak dependence conditions renders the result. The most important application of this central limit theorem is the improvement of the conditions that have to be imposed for asymptotic normality of minimization estimators.