2023/06/07 by Wang-Yun Gu, Zhang Li, Gu, Wang-Yun +1
Decision Sciences · Economics, Econometrics and Finance · #60F05 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2306.04355
openalex publication_date 2023/06/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
M-dependence is a commonly used assumption in the study of dependent sequences. In this paper, central limit theorems for m-dependent random variables under the sub-linear expectations are established based mainly on the conditions of Zhang. They can be regarded as the extension of independent Lindeberg central limit theorem and for proving this, Rosenthal's inequality for m-dependent random variables is obtained. In particular, we extend the results in Li and establish the central limit theorem for m-dependent stationary sequence.