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Article Dans Une Revue ESAIM: Probability and Statistics Année : 2010

Central limit theorem for sampled sums of dependent random variables

Résumé

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a ${\mathbb Z}$ -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, Stoch. Dynamics 3 (2003) 477-497]. An application to parametric estimation by random sampling is also provided.
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Dates et versions

hal-00200784 , version 2 (21-12-2007)
hal-00200784 , version 1 (29-10-2011)

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Nadine Guillotin-Plantard, Clémentine Prieur. Central limit theorem for sampled sums of dependent random variables. ESAIM: Probability and Statistics, 2010, 14, pp.299-314. ⟨10.1051/ps:2008030⟩. ⟨hal-00200784v2⟩
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