Pages that link to "Item:Q1208930"
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The following pages link to Approximating martingales and the central limit theorem for strictly stationary processes (Q1208930):
Displayed 37 items.
- On martingale approximation of adapted processes (Q430967) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Comparison between criteria leading to the weak invariance principle (Q731668) (← links)
- An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
- Central limit theorem for linear processes with infinite variance (Q742110) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- On the CLT for additive functionals of Markov chains (Q782830) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Central limit theorem for stationary linear processes (Q850984) (← links)
- On martingale approximations (Q957521) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Limit theorems for products of positive random matrices (Q1381560) (← links)
- Large deviations for martingales. (Q1766013) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes (Q1904552) (← links)
- Martingale approximation and optimality of some conditions for the central limit theorem (Q1960236) (← links)
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition (Q2081104) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- Iterated invariance principle for slowly mixing dynamical systems (Q2155538) (← links)
- A new CLT for additive functionals of Markov chains (Q2196383) (← links)
- Study of almost everywhere convergence of series by mean of martingale methods (Q2360248) (← links)
- On the exactness of the Wu-Woodroofe approximation (Q2389226) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Strong invariance principles for dependent random variables (Q2460327) (← links)
- Exact convergence rates in the central limit theorem for a class of martingales (Q2469662) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas (Q3300382) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- Invariance principles and Gaussian approximation for strictly stationary processes (Q4243648) (← links)
- Invariance principle via orthomartingale approximation (Q4561038) (← links)
- Martingale-coboundary representation for stationary random fields (Q4598556) (← links)
- Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
- An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes (Q5206488) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES (Q5483388) (← links)
- Existence and non-existence of solutions to the coboundary equation for measure-preserving systems (Q6106086) (← links)