Summary
The central limit theorem for stationary linearly dependent sequences is extended for elements in the space of continuous functions on a compact metric space. The proof is based on a new estimate for exponential-type moments of sums of independent random variables.
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Morrow, G.J. Central limit theorem for linearly dependent fields of continuous elements. Probab. Th. Rel. Fields 75, 87–95 (1987). https://doi.org/10.1007/BF00320083
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DOI: https://doi.org/10.1007/BF00320083
Keywords
- Continuous Function
- Stochastic Process
- Probability Theory
- Limit Theorem
- Statistical Theory