Approximating martingales and the central limit theorem for strictly stationary processes
From MaRDI portal
Publication:1208930
Recommendations
- scientific article; zbMATH DE number 4024400
- Martingale approximations for sums of stationary processes.
- scientific article; zbMATH DE number 28053
- scientific article; zbMATH DE number 2213813
- On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
Cites work
- scientific article; zbMATH DE number 3936096 (Why is no real title available?)
- scientific article; zbMATH DE number 4024403 (Why is no real title available?)
- scientific article; zbMATH DE number 4036816 (Why is no real title available?)
- scientific article; zbMATH DE number 4040957 (Why is no real title available?)
- scientific article; zbMATH DE number 4084654 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3766092 (Why is no real title available?)
- scientific article; zbMATH DE number 28053 (Why is no real title available?)
- scientific article; zbMATH DE number 64777 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3337280 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A Central Limit Theorem for a Class of Dependent Random Variables
- Ergodic sets
- LECTURES ON THE ENTROPY THEORY OF MEASURE-PRESERVING TRANSFORMATIONS
- Martingale convergence to mixtures of infinitely divisible laws
- On moment conditions for normed sums of independent variables and martingale differences
- On non-ergodic versions of limit theorems
- On the central limit theorem and iterated logarithm law for stationary processes
- On the central limit theorem for stationary processes
- The Lindeberg-Levy Theorem for Martingales
- Über unbedingte Konvergenz in Funktionenraümen (I)
Cited in
(51)- A new CLT for additive functionals of Markov chains
- An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes.
- Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
- On martingale approximations
- Marked empirical processes for non-stationary time series
- Central limit theorem for linear processes with infinite variance
- Existence and non-existence of solutions to the coboundary equation for measure-preserving systems
- Estimation of the limit variance for sums under a new weak dependence condition
- On martingale approximation of adapted processes
- Study of almost everywhere convergence of series by mean of martingale methods
- Strong invariance principles for dependent random variables
- Recursive estimation of time-average variance constants
- Invariance principles and Gaussian approximation for strictly stationary processes
- On the CLT for additive functionals of Markov chains
- Central limit theorem for stationary linear processes
- Martingale approximation and optimality of some conditions for the central limit theorem
- An asymptotic theory for sample covariances of Bernoulli shifts
- Rates of convergence in the central limit theorem for linear statistics of martingale differences
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
- An empirical central limit theorem in L\(^1\) for stationary sequences
- Iterated invariance principle for slowly mixing dynamical systems
- scientific article; zbMATH DE number 4024400 (Why is no real title available?)
- scientific article; zbMATH DE number 4001100 (Why is no real title available?)
- Comparison between criteria leading to the weak invariance principle
- scientific article; zbMATH DE number 825196 (Why is no real title available?)
- On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
- scientific article; zbMATH DE number 2188051 (Why is no real title available?)
- Komlós-Major-Tusnády approximation under dependence
- Invariance principle via orthomartingale approximation
- scientific article; zbMATH DE number 7399677 (Why is no real title available?)
- MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
- Central limit theorem for martingales in BGWR branching processes with some statistical applications
- An invariance principle for stationary random fields under Hannan's condition
- On the martingale central limit theorem for strictly stationary sequences
- On non-ergodic versions of limit theorems
- Exact convergence rates in the central limit theorem for a class of martingales
- Limit theorems for products of positive random matrices
- Nonlinear system theory: Another look at dependence
- Martingale approximations for sums of stationary processes.
- On the weak invariance principle for non-adapted sequences under projective criteria
- Limit theorems and inequalities via martingale methods
- Martingale-coboundary representation for stationary random fields
- A functional CLT for fields of commuting transformations via martingale approximation
- Extensions of dynamical systems and the method of martingale approximation
- scientific article; zbMATH DE number 4044848 (Why is no real title available?)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting
- ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES
- Necessary and sufficient conditions for the conditional central limit theorem
- Large deviations for martingales.
- On the exactness of the Wu-Woodroofe approximation
- On the rate of convergence of ergodic averages for functions of Gordin space
This page was built for publication: Approximating martingales and the central limit theorem for strictly stationary processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1208930)
