On the central limit theorem and iterated logarithm law for stationary processes
From MaRDI portal
Publication:4775226
DOI10.1017/S0004972700023583zbMath0287.60035WikidataQ114850046 ScholiaQ114850046MaRDI QIDQ4775226
Publication date: 1975
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Convergence of probability measures (60B10)
Related Items (24)
Limit theorems and inequalities via martingale methods ⋮ Iterated invariance principle for slowly mixing dynamical systems ⋮ On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes ⋮ Optimal model averaging based on forward-validation ⋮ Martingale-coboundary representation for stationary random fields ⋮ Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) ⋮ On the central limit theorem for stationary processes ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Quenched central limit theorems for sums of stationary processes ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas ⋮ Strong invariance principles for dependent random variables ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Approximating martingales and the central limit theorem for strictly stationary processes ⋮ Rates of convergence in the central limit theorem for linear statistics of martingale differences ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ Comparison between criteria leading to the weak invariance principle ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES ⋮ Unnamed Item ⋮ Asymptotic normality of spectral estimates ⋮ On non-ergodic versions of limit theorems ⋮ Invariance principles for dependent variables
Cites Work
- An iterated logarithm result for autocorrelations of a stationary linear process
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
This page was built for publication: On the central limit theorem and iterated logarithm law for stationary processes
