More than one central limit theorem

noetsi

Fortran must die
#1
This is the first time I ever knew there was more than one.
"
Although dependence in financial data is pervasive, standard doctoral-level econometrics

texts do not make clear that the common central limit theorems (CLTs) contained therein fail

when applied to dependent data. More advanced books that are clear in their CLT assumptions

do not contain any worked examples of CLTs that apply to dependent data."

This is part of a dissertation I do not know how to link here. The Lindberg-Levy central limit theorem is apparently one.