A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES

Pedro A. Morettin

Journal of Time Series Analysis, 1983, vol. 4, issue 1, 49-52

Abstract: Abstract. In this paper we prove a central limit theorem for the finite Walsh‐Fourier transform of a stationary sequence under a mixing condition, involving higher order cumulants of the process.

Date: 1983
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