On the central limit theorem and iterated logarithm law for stationary processes

DOI10.1017/S0004972700023583zbMath0287.60035WikidataQ114850046 ScholiaQ114850046MaRDI QIDQ4775226

Christopher C. Heyde

Publication date: 1975

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60F15: Strong limit theorems

60B10: Convergence of probability measures

Related Items

Invariance principles for dependent variables, MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES, Rates of convergence in the central limit theorem for linear statistics of martingale differences, Invariance principles for linear processes with application to isotonic regression, Comparison between criteria leading to the weak invariance principle, An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Asymptotic normality of spectral estimates, Approximating martingales and the central limit theorem for strictly stationary processes, Coupling for \(\tau\)-dependent sequences and applications, On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes, Strong invariance principles for dependent random variables, On the weak invariance principle for non-adapted sequences under projective criteria, Unnamed Item, On the central limit theorem for stationary processes

Cites Work

• An iterated logarithm result for autocorrelations of a stationary linear process
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach