Brownian covariance and central limit theorem for stationary sequences

DOI10.1137/S0040585X97984954MaRDI QIDQ2882283zbMATH OpenOpenAlexFDO

Authors N. K. Bakirov, G. J. Székely

Publication date 4 May 2012

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97984954

zbMATH Keywords

central limit theoremstationary sequencesBrownian covariance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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• An Updated Literature Review of Distance Correlation and Its Applications to Time Series
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