On the martingale central limit theorem for strictly stationary sequences

DOI10.1016/j.jmaa.2019.03.037zbMath1478.60094OpenAlexW2925329605WikidataQ128177692 ScholiaQ128177692MaRDI QIDQ2633855

Zbigniew S. Szewczak

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.03.037

zbMATH Keywords

relative stabilityRosenthal inequality\(\phi\) coefficientBillingsley-Ibragimov central limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Cites Work

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