A Class of Stationary Processes and a Central Limit Theorem.
نویسندگان
چکیده
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 theorem is applicable.
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ورودعنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 42 7 شماره
صفحات -
تاریخ انتشار 1956