• 제목/요약/키워드: conditionally uppertail quantile function

검색결과 1건 처리시간 0.014초

CENTRAL LIMIT THEOREMS FOR CONDITIONALLY STRONG MIXING AND CONDITIONALLY STRICTLY STATIONARY SEQUENCES OF RANDOM VARIABLES

  • De-Mei Yuan;Xiao-Lin Zeng
    • 대한수학회지
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    • 제61권4호
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    • pp.713-742
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    • 2024
  • From the ordinary notion of upper-tail quantitle function, a new concept called conditionally upper-tail quantitle function given a σ-algebra is proposed. Some basic properties of this terminology and further properties of conditionally strictly stationary sequences are derived. By means of these properties, several conditional central limit theorems for a sequence of conditionally strong mixing and conditionally strictly stationary random variables are established, some of which are the conditional versions corresponding to earlier results under non-conditional case.