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Brownian Covariance and Central Limit Theorem for Stationary Sequences

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Publication:2882283
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DOI10.1137/S0040585X97984954zbMath1238.60026OpenAlexW2079005614MaRDI QIDQ2882283

N. K. Bakirov, Gábor J. Székely

Publication date: 4 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97984954


zbMATH Keywords

central limit theoremstationary sequencesBrownian covariance


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)


Related Items (5)

Detecting independence of random vectors: generalized distance covariance and Gaussian covariance ⋮ An Updated Literature Review of Distance Correlation and Its Applications to Time Series ⋮ Brownian distance covariance ⋮ Rejoinder: ``Brownian distance covariance ⋮ Distance multivariance: new dependence measures for random vectors




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