Brownian covariance and central limit theorem for stationary sequences

DOI10.1137/S0040585X97984954zbMATH Open1238.60026OpenAlexW2079005614MaRDI QIDQ2882283FDOQ2882283

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

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zbMATH Keywords

central limit theoremstationary sequencesBrownian covariance

Mathematics Subject Classification ID

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

Cited In (5)

• Distance multivariance: new dependence measures for random vectors
• Rejoinder: ``Brownian distance covariance
• An Updated Literature Review of Distance Correlation and Its Applications to Time Series
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
• Brownian distance covariance

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