An example of non-quenched convergence in the conditional central limit theorem for partial sums of a linear process
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چکیده
A causal linear processes · · ·X−1,X0,X1 · · · is constructed for which the conditional distributions of standardized partial sums Sn = X1 + · · · + Xn given · · ·X−1,X0 converge in probability to the standard normal distribution, but do not converge w.p. 1.
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تاریخ انتشار 2010