A Central Limit Theorem for Cumulative Processes

Authors
Roginsky, Allen L.
Citation
L. Roginsky, Allen, A Central Limit Theorem for Cumulative Processes, Advances in applied probability , 26(1), 1994, pp. 104-121
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
26
Issue
1
Year of publication
1994
Pages
104 - 121
Database
ACNP
SICI code
Abstract
A central limit theorem for cumulative processes was first derived by Smith (1955). No remainder term was given. We use a different approach to obtain such a term here. The rate of convergence is the same as that in the central limit theorems for sequences of independent random variables.