Quenched Central Limit Theorems for Sums of Stationary Processes

2010/06/09 by Dalibor Volný, Volný, Dalibor, Michael Woodroofe +1
Mathematics · #60F05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #math.PR #math.ST #msc:60F05 #stat.TH

paper · pdf · doi:10.48550/arxiv.1006.1795

arxiv created 2010/06/09 · arxiv updated 2010/06/10

Abstract

It is shown that the existence of an L¹ co boundary does not imply the quenched version of the central limit theorem. In another result it is shown that Hannan's condition does imply quenched convergence for an appropriately centered version of the sum.

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