I'm not sure if this stuff all falls under what most would just term "probability", but I'm researching applied macroeconomics and need to get a handle on the following concepts ASAP: probability ...
Any recommendations for textbooks on probability and/or stochastic processes that emphasize simulation? I'll be teaching this course in the Fall.
There is a well-known central limit theorem for as a stationary sequences. If $( X_n )_n$ is a sationary sequence and $E X_n=0$ then under suitable mixing conditions the sequence $S_n := ...