Abstract
A very simple proof, using a Skorokhod type embedding, of Bibllingsley’s and Ibragimov’s central limit theorem for sums of stationary ergodic martingale differences is presented.
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References
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© 1983 Springer-Verlag
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Holewijn, P.J., Meilijson, I. (1983). Note on the central limit theorem for stationary processes. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068321
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DOI: https://doi.org/10.1007/BFb0068321
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