{
  "id": "math/0509682",
  "version": "v2",
  "published": "2005-09-29T02:37:59.000Z",
  "updated": "2006-09-25T10:01:45.000Z",
  "title": "Central limit theorem for stationary linear processes",
  "authors": [
    "Magda Peligrad",
    "Sergey Utev"
  ],
  "comment": "Published at http://dx.doi.org/10.1214/009117906000000179 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)",
  "journal": "Annals of Probability 2006, Vol. 34, No. 4, 1608-1622",
  "doi": "10.1214/009117906000000179",
  "categories": [
    "math.PR"
  ],
  "abstract": "We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math. Dokl. 10 (1969) 1174--1176]. In doing so we shall preserve the generality of the coefficients, including the long range dependence case, and we shall express the variance of partial sums in a form easy to apply. Ergodicity is not required.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2006-09-25T10:01:45.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G10",
      "60G42",
      "60G48"
    ],
    "keywords": [
      "central limit theorem",
      "stationary linear processes",
      "long range dependence case",
      "mixingale type",
      "partial sums"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......9682P"
    }
  }
}