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Table of contents for this issue | Next article Dedecker, Jérôme; Rio, Emmanuel
On the functional central limit theorem for stationary processes. Annales de l'institut Henri Poincaré (B) Probabilités et Statistiques, 36 no. 1 (2000), p. 1-34
Full text djvu | pdf | Reviews MR 1743095 | Zbl 0949.60049 | 2 citations in Numdam
stable URL: http://www.numdam.org/item?id=AIHPB_2000__36_1_1_0
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Numdam | MR 1262892 | Zbl 0790.60037 [9] M. Duflo, Algorithmes Stochastiques, Mathématiques et Applications, Springer, Berlin, 1996. MR 1612815 | Zbl 0882.60001 [10] A.M. Garsia, A simple proof of E. Hopf's maximal ergodic theorem, J. Math. and Mech. 14 (1965) 381-382. MR 209440 | Zbl 0178.38601 [11] M.I. Gordin, The central limit theorem for stationary processes, Soviet Math. Dokl. 10 (1969) 1174-1176. MR 251785 | Zbl 0212.50005 [12] M.I. Gordin, Abstracts of Communication, T.1:A-K, International Conference on Probability Theory, Vilnius, 1973. [13] M.I. Gordin and B.A. LIFŠIC, The central limit theorem for stationary Markov processes, Soviet Math. Dokl. 19 (1978) 392-394. MR 501277 | Zbl 0395.60057 [14] C.C. Heyde, On the central limit theorem and iterated logarithm law for stationary processes, Bull. Austral. Math. Soc. 12 (1975) 1-8. MR 372954 | Zbl 0287.60035 [15] I.A. Ibragimov, A central limit theorem for a class of dependent random variables, Theory Probab. Appl. 8 (1963) 83-89. MR 151997 | Zbl 0123.36103 [16] N. Maigret, Théorème de limite centrale pour une chaîne de Markov récurrente Harris positive, Annales Inst. H. Poincaré Probab. Statist. 14 (1978) 425-440.
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Article | MR 1334177 | Zbl 0836.60026 [22] M. Rosenblatt, A central limit theorem and a strong mixing condition, Proc. Nat. Acad. Sci. USA 42 (1956) 43-47. MR 74711 | Zbl 0070.13804 [23] Y.A. Rozanov and V.A. Volkonskii, Some limit theorem for random functions I, Theory Probab. Appl. 4 (1959) 178-197. MR 121856 | Zbl 0092.33502 [24] P. Tuominen and R.L. Tweedie, Subgeometric rates of convergence of f -ergodic Markov chains, Adv. Appl. Probab. 26 (1994) 775-798. MR 1285459 | Zbl 0803.60061 [25] G. Viennet, Inequalities for absolutely regular sequences: application to density estimation, Probab. Theor. Related Fields 107 (1997) 467-492. MR 1440142 | Zbl 0933.62029 [26] D. Volný, Approximating martingales and the central limit theorem for strictly stationary processes, Stoch. Processes Appl. 44 (1993) 41-74. MR 1198662 | Zbl 0765.60025 |
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