Martingale approximations for continuous-time and discrete-time stationary Markov processes
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- Woodroofe, Michael, 1992. "A central limit theorem for functions of a Markov chain with applications to shifts," Stochastic Processes and their Applications, Elsevier, vol. 41(1), pages 33-44, May.
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- Komorowski, Tomasz & Walczuk, Anna, 2012. "Central limit theorem for Markov processes with spectral gap in the Wasserstein metric," Stochastic Processes and their Applications, Elsevier, vol. 122(5), pages 2155-2184.
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Keywords
Markov process Central limit theorem Martingale Moving average process Normal operator;Statistics
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