{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,30]],"date-time":"2026-09-30T11:06:32Z","timestamp":1790766392247,"version":"4.1.0"},"reference-count":8,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2005,9,23]],"date-time":"2005-09-23T00:00:00Z","timestamp":1127433600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2005,12]]},"abstract":"<jats:p>Conditions ensuring a central limit theorem for strongly mixing \ntriangular arrays are given. Larger samples can show longer range \ndependence than shorter samples. The result is obtained by constraining \nthe rate growth of dependence as a function of the sample size, with the \nusual trade-off of memory and moment conditions. An application to \nheteroskedasticity and autocorrelation consistent estimators is \nproposed.<\/jats:p>","DOI":"10.1017\/s0266466605050577","type":"journal-article","created":{"date-parts":[[2005,10,7]],"date-time":"2005-10-07T17:37:22Z","timestamp":1128706642000},"page":"1165-1171","source":"Crossref","is-referenced-by-count":15,"title":["A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES \nWHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE"],"prefix":"10.1017","volume":"21","author":[{"given":"Christian","family":"Francq","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jean-Michel","family":"Zako\u00efan","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2005,9,23]]},"reference":[{"key":"S0266466605050577_ref006","doi-asserted-by":"crossref","unstructured":"Ibragimov, I.A. (1962)Some limit theorems for stationary processes.Theory of Probability and Its Applications 7,349\u2013382.","DOI":"10.1137\/1107036"},{"key":"S0266466605050577_ref007","doi-asserted-by":"crossref","unstructured":"P\u00f6tscher, B.M. & I.R. Prucha (1997)Dynamic Nonlinear Econometric Models.Springer Verlag.","DOI":"10.1007\/978-3-662-03486-6"},{"key":"S0266466605050577_ref002","doi-asserted-by":"crossref","unstructured":"Davidson, J. (1994)Stochastic Limit Theory.Oxford University Press.","DOI":"10.1093\/0198774036.001.0001"},{"key":"S0266466605050577_ref003","doi-asserted-by":"crossref","unstructured":"Davydov, Y.A. (1968)Convergence of distributions generated by stationary stochasticprocesses.Theory of Probability and Its Applications 13,691\u2013696.","DOI":"10.1137\/1113086"},{"key":"S0266466605050577_ref005","doi-asserted-by":"crossref","unstructured":"Herrndorf, N. (1984)A functional central limit theorem for weakly dependent sequences ofrandom variables.Annals of Probability 12,141\u2013153.","DOI":"10.1214\/aop\/1176993379"},{"key":"S0266466605050577_ref004","unstructured":"Francq, C. & J.-M. Zako\u00efan (2005)HAC Estimation and Strong Linearity Testing in Weak ARMAModels.Manuscript,http:\/\/www.crest.fr\/pageperso\/ls\/zakoian\/zakoian.htm.CREST."},{"key":"S0266466605050577_ref008","doi-asserted-by":"crossref","unstructured":"Withers, C.S. (1981)Central limit theorems for dependent variables.Zeitschrift f\u00fcr Wahrscheinlichkeitstheorie und VerwandeteGebiete 57,509\u2013534.","DOI":"10.1007\/BF01025872"},{"key":"S0266466605050577_ref001","doi-asserted-by":"crossref","unstructured":"Andrews, D.W.K. (1991)Heteroskedasticity and autocorrelation consistent covariance matrixestimation.Econometrica 59,817\u2013858.","DOI":"10.2307\/2938229"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466605050577","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,21]],"date-time":"2025-06-21T05:41:54Z","timestamp":1750484514000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466605050577\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005,9,23]]},"references-count":8,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2005,12]]}},"alternative-id":["S0266466605050577"],"URL":"https:\/\/doi.org\/10.1017\/s0266466605050577","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2005,9,23]]}}}