On the exactness of the Wu-Woodroofe approximation
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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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Keywords
Martingale approximation Central limit theorem Stationary process;Statistics
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