CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES

DOI10.1142/S0219493711003164zbMath1210.60028OpenAlexW1964024419MaRDI QIDQ3083430

Dalibor Volný, Ou Zhao, Michael B. Woodroofe

Publication date: 21 March 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493711003164

zbMATH Keywords

Hilbert spacedynamical systemstationary processweak topologiesmeasure-preserving transformationmartingale approximationsBaum-Katz inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Martingale-coboundary representation for stationary random fields ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes ⋮ Limit Theorems for Aggregated Linear Processes

Cites Work

• Comparison between criteria leading to the weak invariance principle
• On martingale approximations
• Stationary strongly mixing sequences not satisfying the central limit theorem
• On the exactness of the Wu-Woodroofe approximation
• On the weak invariance principle for non-adapted sequences under projective criteria
• Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
• Some Limit Theorems for Stationary Processes

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