On the exactness of the Wu-Woodroofe approximation

DOI10.1016/j.spa.2008.10.006zbMath1177.60032OpenAlexW2012987494MaRDI QIDQ2389226

Jana Klicnarová, Dalibor Volný

Publication date: 15 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spa.2008.10.006

zbMATH Keywords

central limit theoremstationary processmartingale approximation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (4)

Recent progress on the random conductance model ⋮ Martingale approximation and optimality of some conditions for the central limit theorem ⋮ CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES ⋮ On the optimality of McLeish's conditions for the central limit theorem

Cites Work

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• A nonadapted version of the invariance principle of Peligrad and Utev
• Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
• The Lindeberg-Levy Theorem for Martingales
• A Central Limit Theorem for a Class of Dependent Random Variables

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