{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,19]],"date-time":"2026-10-19T15:18:04Z","timestamp":1792423084928,"version":"4.5.0"},"reference-count":20,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":4273,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1997,6]]},"abstract":"<jats:p>This paper presents central limit theorems for triangular arrays of mixingale and near-epoch-dependent random variables. The central limit theorem for near-epoch-dependent random variables improves results from the literature in various respects. The approach is to define a suitable Bernstein blocking scheme and apply a martingale difference central limit theorem, which in combination with weak dependence conditions renders the result. The most important application of this central limit theorem is the improvement of the conditions that have to be imposed for asymptotic normality of minimization estimators.<\/jats:p>","DOI":"10.1017\/s0266466600005843","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:36:14Z","timestamp":1236684974000},"page":"353-367","source":"Crossref","is-referenced-by-count":78,"title":["Central Limit Theorems for Dependent Heterogeneous Random Variables"],"prefix":"10.1017","volume":"13","author":[{"given":"Robert M.","family":"de Jong","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600005843_ref007","unstructured":"Davidson J. & de Jong R.M. (1995) Strong Laws of Large Numbers for Dependent Heterogeneous Processes: A Synthesis of New Results. Working paper, Tilburg University."},{"key":"S0266466600005843_ref003","volume-title":"Convergence of Probability Measures","author":"Billingsley","year":"1968"},{"key":"S0266466600005843_ref012","doi-asserted-by":"crossref","first-page":"421","DOI":"10.1017\/S0266466600013128","article-title":"Strong laws for dependent heterogeneous processes. Erratum","volume":"8","author":"Hansen","year":"1992","journal-title":"Econometric Theory"},{"key":"S0266466600005843_ref005","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600007738"},{"key":"S0266466600005843_ref020","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012032"},{"key":"S0266466600005843_ref018","first-page":"253","volume-title":"Econometric Reviews","volume":"10","author":"Potscher","year":"1991"},{"key":"S0266466600005843_ref006","doi-asserted-by":"publisher","DOI":"10.1093\/0198774036.001.0001"},{"key":"S0266466600005843_ref015","doi-asserted-by":"publisher","DOI":"10.1007\/BF00532611"},{"key":"S0266466600005843_ref016","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176995772"},{"key":"S0266466600005843_ref008","first-page":"63","article-title":"The functional central limit theorem for strongly mixing processes","volume":"10","author":"Doukhan","year":"1994","journal-title":"Annales de I'Institute Henri Poincari, Probability et Statistiques"},{"key":"S0266466600005843_ref001","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600013396"},{"key":"S0266466600005843_ref010","volume-title":"Martingale Limit Theory and Its Applications","author":"Hall","year":"1980"},{"key":"S0266466600005843_ref009","volume-title":"A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models","author":"Gallant","year":"1988"},{"key":"S0266466600005843_ref019","doi-asserted-by":"publisher","DOI":"10.1007\/BF01025872"},{"key":"S0266466600005843_ref017","doi-asserted-by":"publisher","DOI":"10.1080\/07474939108800204"},{"key":"S0266466600005843_ref002","doi-asserted-by":"publisher","DOI":"10.1007\/BF01447859"},{"key":"S0266466600005843_ref004","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012950"},{"key":"S0266466600005843_ref011","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004412"},{"key":"S0266466600005843_ref014","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176996269"},{"key":"S0266466600005843_ref013","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176993379"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600005843","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,11]],"date-time":"2019-05-11T16:53:00Z","timestamp":1557593580000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600005843\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1997,6]]},"references-count":20,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1997,6]]}},"alternative-id":["S0266466600005843"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600005843","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1997,6]]}}}