A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
نویسندگان
چکیده
منابع مشابه
A Class of Stationary Processes and a Central Limit Theorem.
We assume without loss of generality that E{Xn} = 0. Let rs = i£{XnXn+s}. Then r8 = / I T edF(h), where F(X) is the spectral distribution function of the process. In §3 the spectral distribution function of any process of the form (2.2) is shown to be absolutely continuous. Finally it is shown in §4 that under some additional assumptions on the moment structure of the process the central limit ...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1956
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.42.7.412