scholarly journals Note on the central limit theorem for stationary processes

Author(s):  
P. J. Holewijn ◽  
I. Meilijson
1975 ◽  
Vol 12 (1) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson

The central limit theorem for ergodic stationary processes obtained by Gordin is shown to hold for general stationary processes. In this case, the limit law is a mixture of normals.


1975 ◽  
Vol 12 (01) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson

The central limit theorem for ergodic stationary processes obtained by Gordin is shown to hold for general stationary processes. In this case, the limit law is a mixture of normals.


Sign in / Sign up

Export Citation Format

Share Document