Summary
A certain class of stationary processes is discussed. It is shown that each process in the class has an absolutely continuous spectrum. Under some moment conditions, it is shown that such processes satisfy the central limit theorem.
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References
J. L. Doob, Stochastic Processes, New York, 1953.
G. Marsaglia, Iterated limits and the central limit theorem for dependent variables, Proceed-ings of the American Mathematical Society, vol. 5(1954), pp. 987–991.
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Davis, R.A., Lii, KS., Politis, D.N. (2011). A Class of Stationary Processes and a Central Limit Theorem. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_11
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DOI: https://doi.org/10.1007/978-1-4419-8339-8_11
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