scholarly journals Central limit theorem for Fourier transforms of stationary processes

2010 ◽  
Vol 38 (5) ◽  
pp. 2009-2022 ◽  
Author(s):  
Magda Peligrad ◽  
Wei Biao Wu
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Fourier Transforms ◽  
Stationary Processes

On Gordin's central limit theorem for stationary processes

1975 ◽  
Vol 12 (1) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Stationary Processes ◽  
The Central Limit Theorem ◽  
Mixture Of Normals

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.

Sums and maxima of discrete stationary processes

1993 ◽  
Vol 30 (04) ◽  
pp. 863-876 ◽  
Author(s):  
William P. McCormick ◽  
Jiayang Sun
Keyword(s):  
Asymptotic Behavior ◽  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Stationary Processes ◽  
Limiting Behavior ◽  
Asymptotic Bounds

This paper considers the joint limiting behavior of sums and maxima of stationary discrete-valued processes. The asymptotic behavior is a cross between a central limit theorem and asymptotic bounds for the distribution of the maxima. Some applications and simulations are also included.

On Gordin's central limit theorem for stationary processes

1975 ◽  
Vol 12 (01) ◽  
pp. 176-179 ◽  
Author(s):  
G. K. Eagleson
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Stationary Processes ◽  
The Central Limit Theorem ◽  
Mixture Of Normals

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