Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
D. J. Aldous and G. K. Eagleson: On mixing and stability of limit theorems, Ann. Probab. 6 (1978), 325–331.
I. Berkes and W. Philipp: Approximation theorems for independent and weakly dependent random vectors, Ann. Probab. 7 (1979), 29–54.
P. Billingsley: Convergence of Probability Measures, Wiley, New York (1968).
G. K. Eagleson: On Gordin's central limit theorem for stationary processes, J. Appl. Probab. 12 (1975), 176–179.
M. I. Gordin: The central limit theorem for stationary processes, Soviet Math. Doklady 10 (1969), 1174–1176.
P. Hall and C. C. Heyde: Martingale Limit Theory and Its Application, Academic Press, New York (1980).
D. L. McLeish: Dependent central limit theorems and invariance principles, Ann. Probab. 2 (1974), 620–628.
T. Mori and K. Yoshihara: A note on the central limit theorem for stationary strong mixing sequences, to appear in Yokohama Math. J.
W. Parry: Topics in Ergodic Theory, Cambridge Univ. Press, Cambridge (1980).
P. Shields: The Theory of Bernoulli Shifts, The Univ. Chicago Press, Chicago (1973).
D. Volný: A negative answer to the central limit problem for strictly stationary processes, Proceedings 3rd Prague Symp. Asymptot. Statistics, Elsevier Sci. Publ., Amsterdam (1984).
D. Volný: The central limit problem for strictly stationary sequences (in Czech): Ph.D. thesis, Math. Institute Charles Univ. Prague, Prague (1984).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1988 Springer-Verlag
About this paper
Cite this paper
Volný, D. (1988). Approximation of stationary processes and the central limit problem. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078512
Download citation
DOI: https://doi.org/10.1007/BFb0078512
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18814-8
Online ISBN: 978-3-540-48187-4
eBook Packages: Springer Book Archive