A Generalization of Discounted Central Limit Theorem and its Berry-Esseen Analogue
Discounted central limit theorem was proved for i.i.d. random variables by Gerber (Theorem 2.1). This work is intended to extend the work of Gerber to the case where {??} is a periodic sequence of independent variables and ?i are periodic scalars. A simulation study was performed in order to support...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2014-12-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/14752.pdf |