QUENCHED CENTRAL LIMIT THEOREMS FOR A STATIONARY LINEAR PROCESS

DOI10.5705/SS.202015.0196zbMath1362.60021arXiv1504.02453OpenAlexW2962875100MaRDI QIDQ2977514

Dalibor Volný, Michael B. Woodroofe

Publication date: 18 April 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.02453

zbMATH Keywords

weak invariance principlemartingale differencesquenched central limit theoremstationary linear processHannan conditionMaxwell-Woodrofe condition

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)

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