Abstract
When dealing with convergence properties of sequences in the previous two chapters, we had obtained specific results, generally, only for the case where the elements of the sequence in question were independent or minimally uncorrelated random variables or random elements. In this chapter, we shall examine some of the same problems as before, especially laws of large numbers and CLT in the case where the constituent elements are dependent random variables, or random elements. We shall examine two general classes of dependence, martingale and stationary sequences.
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© 1989 Springer-Verlag New York, Inc.
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Dhrymes, P.J. (1989). Dependent Sequences. In: Topics in Advanced Econometrics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4548-3_5
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DOI: https://doi.org/10.1007/978-1-4612-4548-3_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8873-2
Online ISBN: 978-1-4612-4548-3
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