Martingale approximations for sums of stationary processes.

DOI10.1214/009117904000000351zbMath1057.60022arXivmath/0410160OpenAlexW2065967197MaRDI QIDQ1879842

Wei-Biao Wu, Michael B. Woodroofe

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0410160

zbMATH Keywords

linear processMarkov chaincentral limit theoreminvariance principlemartingalePoisson equationstationary process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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Uses Software

• longmemo

Cites Work

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