A note on the central limit theorem for stochastically continuous processes

DOI10.1016/0304-4149(94)90070-1zbMath0838.60018OpenAlexW2058026048MaRDI QIDQ1343586

Vygantas Paulauskas, Mindaugas Bloznelis

Publication date: 27 May 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90070-1

zbMATH Keywords

central limit theoremcadlag processesdesymmetrization lemma

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17)

Related Items (7)

Compactness of distributions of cadlag random functions ⋮ Computing Sensitivities for Distortion Risk Measures ⋮ Central limit theorem for stochastically continuous processes. Convergence to stable limit ⋮ On the rate of normal approximation in \(D[0,1\)] ⋮ Technical Note—Central Limit Theorems for Estimated Functions at Estimated Points ⋮ Unnamed Item ⋮ Fifty years in the field of probability: a conversation with Professor Vygantas Paulauskas

Cites Work

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• On the central limit theorem in D[0,1 and D([0,1],H)]
• Sur la propriété de la limite centrale dans \({\mathcal D}[0,1\). (On the central limit theorem in \({\mathcal D}[0,1]\))]
• Central limit theorems for C(S)-valued random variables
• Conditions for sample-continuity and the central limit theorem
• On the central limit theorem in \(D[0,1\)]
• The central limit theorem in the space \(D[0,1\). II]
• A Note on the Central Limit Theorem for Square-Integrable Processes
• Central limit theorems in D[0, 1]

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