Stationary strongly mixing sequences not satisfying the central limit theorem
From MaRDI portal
Publication:1050705
DOI10.1214/aop/1176993529zbMath0513.60033OpenAlexW2152606627MaRDI QIDQ1050705
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993529
Related Items (20)
ON THE SPECTRAL MEASURES OF SOME WEAKLY STATIONARY SEQUENCES INVOLVING RANDOMLY SPACED OBSERVATIONS ⋮ On the dissipation of partial sums from a stationary strongly mixing sequence ⋮ On some results of M. I. Gordin: A clarification of a misunderstanding ⋮ A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails ⋮ A functional central limit theorem for strongly mixing sequences of random variables ⋮ Latent local-to-unity models ⋮ Randomized consistent statistical inference for random processes and fields ⋮ On null-homology and stationary sequences ⋮ Abrupt change in mean using block bootstrap and avoiding variance estimation ⋮ On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables ⋮ On a theorem of gordin ⋮ On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem ⋮ Stationarity and geometric ergodicity of BEKK multivariate GARCH models ⋮ On a theorem of K. Schmidt ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES ⋮ VARIANCE BOUNDING MARKOV CHAINS, L2-UNIFORM MEAN ERGODICITY AND THE CLT ⋮ Randomized multivariate central limit theorems for ergodic homogeneous random fields ⋮ On moment conditions for normed sums of independent variables and martingale differences ⋮ Limit theorems for mixing sequences without rate assumptions
This page was built for publication: Stationary strongly mixing sequences not satisfying the central limit theorem
