On Gordin's central limit theorem for stationary processes

DOI10.2307/3212425zbMath0306.60017OpenAlexW2319267097MaRDI QIDQ4062434

G. K. Eagleson

Publication date: 1975

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212425

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Ergodic theory of linear operators (47A35)

Related Items (5)

Necessary and sufficient conditions for the conditional central limit theorem ⋮ Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process ⋮ A simple formula for asymptotic distributional risk of some estimators ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ On non-ergodic versions of limit theorems

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