A note on the martingale central limit theorem
Commentationes Mathematicae Universitatis Carolinae (1985)
- Volume: 026, Issue: 4, page 637-640
- ISSN: 0010-2628
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topLachout, Petr. "A note on the martingale central limit theorem." Commentationes Mathematicae Universitatis Carolinae 026.4 (1985): 637-640. <http://eudml.org/doc/17412>.
@article{Lachout1985,
author = {Lachout, Petr},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {uniformly integrable; central limit theorem; martingale differences; characteristic function},
language = {eng},
number = {4},
pages = {637-640},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {A note on the martingale central limit theorem},
url = {http://eudml.org/doc/17412},
volume = {026},
year = {1985},
}
TY - JOUR
AU - Lachout, Petr
TI - A note on the martingale central limit theorem
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1985
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 026
IS - 4
SP - 637
EP - 640
LA - eng
KW - uniformly integrable; central limit theorem; martingale differences; characteristic function
UR - http://eudml.org/doc/17412
ER -
References
top- HALL P., HEYDE C. C., Martingale Limit Theory and Its Application, Academic Press, New York, 1980. (1980) Zbl0462.60045MR0624435
- McLEISH D. L., Dependent central limit theorem and Invariance principles, Ann. Probab. 2 (1974), 620-628. (1974) MR0358933
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