January 1, 1961

On the Applicability of the Central Limit Theorem to Stationary Processes Which have Passed Through a Linear Filter

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Abstract

Let (t) be a stationary process with the “strong mixing” property (*). We give the necessary and sufficient condition permitting the central limit theorem to be applied to the process (t) (the output of a linear filter whose input is (t).

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Yu. A. Rozanov (Sun,) studied this question.

synapsesocial.com/papers/6a1af5179fa30811a0b956a1 https://doi.org/https://doi.org/10.1137/1106042

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