Central limit theorem for sampled sums of dependent random variables

Nadine Guillotin-Plantard, Clémentine Prieur

Published 2007-12-21Version 1

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results obtained by Guillotin-Plantard & Schneider (2003). An application to parametric estimation by random sampling is also provided.