Stationary strongly mixing sequences not satisfying the central limit theorem

DOI10.1214/AOP/1176993529zbMATH Open0513.60033OpenAlexW2152606627MaRDI QIDQ1050705FDOQ1050705

Authors: Norbert Herrndorf 

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

zbMATH Keywords

central limit theoremstrictly stationarystrongly mixinguncorrelated

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited In (21)

• On the spectral measures of some weakly stationary sequences involving randomly spaced observations
• A functional central limit theorem for strongly mixing sequences of random variables
• Randomized limit theorems for stationary ergodic random processes and fields
• On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables
• On moment conditions for normed sums of independent variables and martingale differences
• Quenched limit theorems for Fourier transforms and periodogram
• Limit theorems for mixing sequences without rate assumptions
• On the dissipation of partial sums from a stationary strongly mixing sequence
• On a theorem of gordin
• On null-homology and stationary sequences
• On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
• Variance bounding Markov chains, \(L_2\)-uniform mean ergodicity and the CLT
• Randomized multivariate central limit theorems for ergodic homogeneous random fields
• On some results of M. I. Gordin: A clarification of a misunderstanding
• Central limit theorems for superlinear processes
• Randomized consistent statistical inference for random processes and fields
• Latent local-to-unity models
• On a theorem of K. Schmidt
• Abrupt change in mean using block bootstrap and avoiding variance estimation
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• Stationarity and geometric ergodicity of BEKK multivariate GARCH models

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