Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence
DOI10.1002/mma.1670010208zbMath0419.60016OpenAlexW2088102856MaRDI QIDQ3852864
Publication date: 1979
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.1670010208
asymptotic expansionscentral limit theoremorder of convergencegeneral stochastic processLindeberg-type condition
Central limit and other weak theorems (60F05) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Generalized stochastic processes (60G20)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the rate of approximation in the central limit theorem
- General theorems on rates of convergence in distribution of random variables I. General limit theorems
- The central limit theorem for a class of stochastic processes
- On the stochastic process of random noise
- Asymptotic expansions for central limit theorems for general linear stochastic processes. II: Models of the general random noise and pulse train processes
- On a class of stochastic processes which are closed under linear transformations
- On the Independence of Linear Functionals of Linear Processes
- Convergence Properties of the Sample Mean and Sample Correlation for a Class of Pulse Trains
- Moments of a Stopping Rule Related to the Central Limit Theorem
- Central Limit Theorems for Conditionally Linear Random Processes
- Asymptotic Expansions for a Class of Distribution Functions
- The Lipschitz condition of a function and Fejer means of Fourier series
This page was built for publication: Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence