Abstract
We study the problem of convergence in distribution of a suitably normalized sum of stationary associated random variables. We focus on the infinite variance case. New results are announced.
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Louhichi, S., Soulier, P. The central limit theorem for stationary associated sequences. Acta Mathematica Hungarica 97, 15–36 (2002). https://doi.org/10.1023/A:1020802711047
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DOI: https://doi.org/10.1023/A:1020802711047