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- W2040850117 abstract "We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log–log law, probabilities of large deviations) are studied." @default.
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- W2040850117 date "2006-06-01" @default.
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- W2040850117 title "MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES" @default.
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- W2040850117 doi "https://doi.org/10.1142/s0219493706001694" @default.
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