On the exactness of the Wu-Woodroofe approximation

DOI10.1016/j.spa.2008.10.006zbMath1177.60032MaRDI QIDQ2389226

Jana Klicnarová, Dalibor Volný

Publication date: 15 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spa.2008.10.006

zbMATH Keywords

central limit theorem; stationary process; martingale approximation

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

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