Central limit theorem for stationary linear processes

DOI10.1214/009117906000000179zbMath1101.60014arXivmath/0509682OpenAlexW3099814344MaRDI QIDQ850984

Sergey Utev, Magda Peligrad

Publication date: 8 November 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509682

zbMATH Keywords

martingaleergodic theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

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Cites Work

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