Approximating martingales and the central limit theorem for strictly stationary processes

DOI10.1016/0304-4149(93)90037-5zbMATH Open0765.60025OpenAlexW2117970368MaRDI QIDQ1208930FDOQ1208930

Authors: Dalibor Volný 

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90037-5

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zbMATH Keywords

measure preserving transformationcentral limit theoremsmartingale differencestationary linear processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Measure-preserving transformations (28D05)

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Cited In (49)

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• Estimation of the limit variance for sums under a new weak dependence condition
• Title not available (Why is that?)
• A new CLT for additive functionals of Markov chains
• Title not available (Why is that?)
• ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES
• An asymptotic theory for sample covariances of Bernoulli shifts
• Rates of convergence in the central limit theorem for linear statistics of martingale differences
• Extensions of dynamical systems and the method of martingale approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison between criteria leading to the weak invariance principle
• An invariance principle for stationary random fields under Hannan's condition
• On the rate of convergence of ergodic averages for functions of Gordin space
• Study of almost everywhere convergence of series by mean of martingale methods
• Central limit theorem for stationary linear processes
• On martingale approximations
• On martingale approximation of adapted processes
• MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
• Title not available (Why is that?)
• Necessary and sufficient conditions for the conditional central limit theorem
• Recursive estimation of time-average variance constants
• Marked empirical processes for non-stationary time series
• Rates of convergence in the central limit theorem for martingales in the non stationary setting
• On non-ergodic versions of limit theorems
• Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
• Central limit theorem for linear processes with infinite variance
• Strong invariance principles for dependent random variables
• An empirical central limit theorem in L\(^1\) for stationary sequences
• Limit theorems for products of positive random matrices
• Large deviations for martingales.
• Martingale approximations for sums of stationary processes.
• Limit theorems and inequalities via martingale methods
• Iterated invariance principle for slowly mixing dynamical systems
• Invariance principle via orthomartingale approximation
• Martingale-coboundary representation for stationary random fields
• Invariance principles and Gaussian approximation for strictly stationary processes
• Exact convergence rates in the central limit theorem for a class of martingales
• Martingale approximation and optimality of some conditions for the central limit theorem
• Central limit theorem for martingales in BGWR branching processes with some statistical applications
• On the weak invariance principle for non-adapted sequences under projective criteria
• On the exactness of the Wu-Woodroofe approximation
• On the CLT for additive functionals of Markov chains
• Nonlinear system theory: Another look at dependence
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
• Existence and non-existence of solutions to the coboundary equation for measure-preserving systems
• On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
• An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes
• Komlós-Major-Tusnády approximation under dependence

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