A random functional central limit theorem for stationary linear processes generated by martingales
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Publication:1373959
DOI10.1016/S0167-7152(97)00040-0zbMath0887.60041OpenAlexW2004491445MaRDI QIDQ1373959
Issa Fakhre-Zakeri, Sangyeol Lee
Publication date: 23 April 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00040-0
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Cites Work
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- On mixing and stability of limit theorems
- A central limit theorem with random indices for stationary linear processes
- Some examples and results in the theory of mixing and random-sum central limit theorems
- On the speed of convergence of the distribution of random sums of weighted independent variables
- A random functional central limit theorem for martingales
- On Limit Theorems for Quadratic Functions of Discrete Time Series
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