### Differential equations of stochastic processes which have derivative in quadratic mean

Karel Koštál (1967)

Czechoslovak Mathematical Journal

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Karel Koštál (1967)

Czechoslovak Mathematical Journal

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Jean-Marc Bardet, Paul Doukhan, Gabriel Lang, Nicolas Ragache (2008)

ESAIM: Probability and Statistics

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In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. Then, applying this lemma to weakly dependent processes introduced in Doukhan and Louhichi (1999), a new central limit theorem is obtained for sample mean or kernel density estimator. Moreover, by using the subsampling, extensions under weaker assumptions of these central limit theorems are provided. All the...

Panchenko, Dmitriy (2002)

Electronic Communications in Probability [electronic only]

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Sun, Shan, Chiang, Ching-Yuan (1997)

Journal of Applied Mathematics and Stochastic Analysis

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Neammanee, K. (2005)

International Journal of Mathematics and Mathematical Sciences

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Adamczak, Radoslaw (2008)

Electronic Journal of Probability [electronic only]

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