Martingale Approximation and Optimality of Some Conditions for the Central Limit Theorem

Author:

Volný Dalibor

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference18 articles.

1. Cornfeld, I.P., Fomin, S.V., Sinai, Y.G.: Ergodic Theory. Springer, Berlin (1982)

2. Cuny, C.: Pointwise ergodic theorems with rate and application to limit theorems for stationary processes. arXiv:0904.0185 (2009, submitted for publication)

3. Cuny, C.: Norm convergence of some power-series of operators in L p with applications in ergodic theory (2009, submitted for publication)

4. Derriennic, Y., Lin, M.: Sur le théorème limite central de Kipnis et Varadhan pour les chaînes réversibles ou normales. C.R. Acad. Sci. Paris, Sér. I 323, 1053–1057 (1996)

5. Derriennic, Y., Lin, M.: The central limit theorem for Markov chains with normal transition operators, started at a point. Probab. Theory Relat. Fields 119, 509–528 (2001)

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