Conditional central limit theorem via martingale approximation

zbMath1229.60029arXiv1101.0174MaRDI QIDQ3081672

Magda Peligrad

Publication date: 9 March 2011

Full work available at URL: https://arxiv.org/abs/1101.0174

zbMATH Keywords

additive functionalsmartingale approximationmixing sequencesconditional central limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (3)

On the functional CLT for stationary Markov chains started at a point ⋮ Martingale approximations for random fields ⋮ On the CLT for additive functionals of Markov chains

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