Central limit theorems for time series regression
Tài liệu tham khảo
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Gordin, M.I.: The central limit theorem for stationary processes. Soviet Math. Dokl. 10, 1174–1176 (1969).
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Ibragimov, I.A., Linnik, Yu.V.: Independent and stationary sequences of random variables. Groningen: Wolters-Noordhoff 1971.
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Scott, D.J.: Central limit theorems for martingales, and for processes with stationary increments, using a Skorohod representation approach. J. App. Probability. (To appear.)