Martingale approximations for continuous-time and discrete-time stationary Markov processes

DOI10.1016/j.spa.2005.04.001zbMath1073.60050MaRDI QIDQ2567230

Hajo Holzmann

Publication date: 29 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2005.04.001

zbMATH Keywords

central limit theorem; moving average process; normal operator

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J25: Continuous-time Markov processes on general state spaces

60G44: Martingales with continuous parameter

60J35: Transition functions, generators and resolvents

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