On the optimality of McLeish's conditions for the central limit theorem

DOI10.1016/j.crma.2015.03.010zbMath1321.60037OpenAlexW2023398832MaRDI QIDQ2351838

Jérôme Dedecker

Publication date: 26 June 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2015.03.010

zbMATH Keywords

central limit theoremstationary ergodic sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (5)

Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ On the quenched CLT for stationary Markov chains ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ On the CLT for additive functionals of Markov chains

Cites Work

• The central limit theorem for time series regression
• A new maximal inequality and invariance principle for stationary sequences
• Necessary and sufficient conditions for the conditional central limit theorem
• Central limit theorems for additive functionals of Markov chains.
• Martingale approximation and optimality of some conditions for the central limit theorem
• On the exactness of the Wu-Woodroofe approximation
• On the weak invariance principle for non-adapted sequences under projective criteria
• On the central limit theorem for stationary processes
• Invariance principles for dependent variables
• Central limit theorems for time series regression

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