Approximating martingales and the central limit theorem for strictly stationary processes

DOI10.1016/0304-4149(93)90037-5zbMath0765.60025OpenAlexW2117970368MaRDI QIDQ1208930

Dalibor Volný

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90037-5

zbMATH Keywords

central limit theoremsmeasure preserving transformationmartingale differencestationary linear processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites Work

• On moment conditions for normed sums of independent variables and martingale differences
• Martingale convergence to mixtures of infinitely divisible laws
• On non-ergodic versions of limit theorems
• On the central limit theorem for stationary processes
• Über unbedingte Konvergenz in Funktionenraümen (I)
• On the central limit theorem and iterated logarithm law for stationary processes
• The Lindeberg-Levy Theorem for Martingales
• LECTURES ON THE ENTROPY THEORY OF MEASURE-PRESERVING TRANSFORMATIONS
• A Central Limit Theorem for a Class of Dependent Random Variables
• Ergodic sets
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