A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes
证明了依赖随机过程的中心极限定理，允许分布全局异质性和渐近无界矩，通过改编McLeish的鞅差CLT并验证Bernstein块条件。
A central limit theorem is proved for dependent stochastic processes. Global heterogeneity of the distribution of the terms is permitted, including asymptotically unbounded moments. The approach is to adapt a CLT for martingale differences due to McLeish and show that suitably defined Bernstein blocks satisfy the required conditions.