Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
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Publication:3416889
DOI10.1007/0-387-36062-X_7zbMath1111.60016MaRDI QIDQ3416889
Publication date: 9 January 2007
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (9)
An invariance principle for non-adapted processes ⋮ A nonadapted version of the invariance principle of Peligrad and Utev ⋮ On the exactness of the Wu-Woodroofe approximation ⋮ Invariance principle via orthomartingale approximation ⋮ Martingale approximation and optimality of some conditions for the central limit theorem ⋮ Central limit theorems in linear dynamics ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Hölderian weak invariance principle under the Maxwell and Woodroofe condition ⋮ CENTRAL LIMIT THEOREMS FOR SUPERLINEAR PROCESSES
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