Note on the central limit theorem for stationary processes

Petrus Johannes Holewijn; Isaac Meilijson

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 240-242

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Holewijn, Petrus Johannes, and Meilijson, Isaac. "Note on the central limit theorem for stationary processes." Séminaire de probabilités de Strasbourg 17 (1983): 240-242. <http://eudml.org/doc/113444>.

@article{Holewijn1983,
author = {Holewijn, Petrus Johannes, Meilijson, Isaac},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Skorokhod type embedding; central limit theorem for sums of stationary ergodic martingale differences},
language = {eng},
pages = {240-242},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Note on the central limit theorem for stationary processes},
url = {http://eudml.org/doc/113444},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Holewijn, Petrus Johannes
AU - Meilijson, Isaac
TI - Note on the central limit theorem for stationary processes
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 240
EP - 242
LA - eng
KW - Skorokhod type embedding; central limit theorem for sums of stationary ergodic martingale differences
UR - http://eudml.org/doc/113444
ER -

References

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  1. [1] Billingley, P.: Convergence of probability measures, WileyNew York. Zbl0172.21201
  2. [2] Bowen, R.: Equilibrium States and the ergodic theory of Anosov diffeomorphisms; Lecture Notes in Mathematics (470), Springer, Berlin. Zbl0308.28010MR442989
  3. [3] Breiman, L.: Probability; Addison-Wesley, London. Zbl0174.48801MR229267
  4. [4] Gordin, M.J.: The central limit theorem for stationary processes; Soviet Math. Dokl. Vol.10 (1969), No 5, pp. 1174-1176. Zbl0212.50005MR251785
  5. [5] Scott, D.J.: Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach; Adv. Appl. Prob.5, 119-137 (1973). Zbl0263.60011MR336775

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