MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES

DOI10.1142/S0219493706001694zbMath1103.60038MaRDI QIDQ5483388

Dalibor Volný

Publication date: 14 August 2006

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmartingale difference sequencestrictly stationary processcoboundary

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05)

Related Items (2)

Local linear regression with nonparametrically generated covariates for weakly dependent data ⋮ Martingale-coboundary representation for stationary random fields

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximating martingales and the central limit theorem for strictly stationary processes
• Limit theorems for non-hyperbolic automorphisms of the torus
• Large deviations for martingales.
• Weighted sums of certain dependent random variables
• On the central limit theorem and iterated logarithm law for stationary processes
• On a theorem of K. Schmidt

This page was built for publication: MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES