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On the central limit theorem for stationary processes. (English) Zbl 0297.60014

MSC:
60F05 Central limit and other weak theorems
60G10 Stationary stochastic processes
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[1] Andersen, T.W.: Time Series Analysis. New York: Wiley 1970
[2] Billingsley, P.: The Lindeberg-Lévy theorem for martingales. Proc. Amer. Math. Soc. 12, 788-792 (1961) · Zbl 0129.10701
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[8] Heyde, C.C., Scott, D.J.: Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Ann. Probability 1, 428-436 (1973) · Zbl 0259.60021
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[11] Scott, D.J.: Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Adv. Appl. Probability 5, 119-137 (1973) · Zbl 0263.60011
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