activity
19982015
most citedMartingale approximations for sums of stationary processes

129 citations · 358 across the 10 of their papers we have counts for

collaborators

13 papers

math.PR2015

Quenched central limit theorems for a stationary linear process

Dalibor Volny, Michael Woodroofe

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroof…

math.ST2011

On the asymptotic normality of kernel density estimators for linear random fields

Yizao Wang, Michael Woodroofe

We establish sufficient conditions for the asymptotic normality of kernel density estimators, applied to causal linear random fields. Our conditions on the coefficients of linear r…

math.PR2011★ 4 cited

A New Condition for the Invariance Principle for Stationary Random Fields

Yizao Wang, Michael Woodroofe

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximat…

math.PR2010

A Central Limit Theorem For Linear Random Fields

Atul Mallik, Michael Woodroofe

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson…

math.PR2010

Quenched Central Limit Theorems for Sums of Stationary Processes

Dalibor Volný, Michael Woodroofe

It is shown that the existence of an L^1 co boundary does not imply the quenched version of the central limit theorem. In another result it is shown that Hannan's condition does im…

math.PR2010★ 1 cited

A central limit theorem for reversible processes with non-linear growth of variance

Ou Zhao, Michael Woodroofe, Dalibor Volny

Kipnis and Varadhan showed that for an additive functional, say, of a reversible Markov chain the condition implies the convergence of the…