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Previous article Next article Central Limit Theorem for Stationary Processes in Hilbert SpaceV. V. Mal’tsev and E. I. OstrovskiiV. V. Mal’tsev and E. I. Ostrovskiihttps://doi.org/10.1137/1127036PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout Previous article Next article FiguresRelatedReferencesCited ByDetails Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statisticsJournal of Multivariate Analysis, Vol. 133 | 1 Jan 2015 Cross Ref Weak convergence for the covariance operators of a Hilbertian linear processStochastic Processes and their Applications, Vol. 99, No. 1 | 1 May 2002 Cross Ref Multilinear forms and measures of dependence between random variablesJournal of Multivariate Analysis, Vol. 16, No. 3 | 1 Jun 1985 Cross Ref A note on the convergence to Gaussian laws of sums of stationary φ-mixing triangular arraysProbability in Banach Spaces V | 16 September 2006 Cross Ref Volume 27, Issue 2| 1983Theory of Probability & Its Applications215-440 History Submitted:04 July 1979Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1127036Article page range:pp. 357-359ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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