On the central limit theorem for stationary processes
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Publication:4051349
DOI10.1007/BF00532619zbMath0297.60014WikidataQ110738452 ScholiaQ110738452MaRDI QIDQ4051349
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (29)
Necessary and sufficient conditions for the conditional central limit theorem ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems ⋮ Limit theorems and inequalities via martingale methods ⋮ Moderate deviations of functional of Markov Processes ⋮ Central limit theorem for stationary linear processes ⋮ Invariance principle via orthomartingale approximation ⋮ Remarks on limit theorems for reversible Markov processes and their applications ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ A new CLT for additive functionals of Markov chains ⋮ Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ On the functional central limit theorem via martingale approximation ⋮ Almost sure invariance principles via martingale approximation ⋮ Nonlinear system theory: Another look at dependence ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Approximating martingales and the central limit theorem for strictly stationary processes ⋮ Probability inequalities for sums of absolutely regular processes and their applications ⋮ Pulse Propagation in Time Dependent Randomly Layered Media ⋮ Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ The stabilizing effect of a random environment ⋮ On the CLT for additive functionals of Markov chains ⋮ The conditional central limit theorem in Hilbert spaces. ⋮ Asymptotic normality of spectral estimates ⋮ On the optimality of McLeish's conditions for the central limit theorem ⋮ On non-ergodic versions of limit theorems ⋮ Quenched Invariance Principles via Martingale Approximation
Cites Work
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- On the central limit theorem and iterated logarithm law for stationary processes
- The Lindeberg-Levy Theorem for Martingales
- Convergence of Distributions Generated by Stationary Stochastic Processes
- On Limit Theorems for Quadratic Functions of Discrete Time Series
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Some Limit Theorems for Stationary Processes
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