A martingale central limit theorem
Commentationes Mathematicae Universitatis Carolinae (1986)
- Volume: 027, Issue: 2, page 371-375
- ISSN: 0010-2628
Access Full Article
top
How to cite
topLachout, Petr. "A martingale central limit theorem." Commentationes Mathematicae Universitatis Carolinae 027.2 (1986): 371-375. <http://eudml.org/doc/17466>.
@article{Lachout1986,
author = {Lachout, Petr},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {martingale array; uniform integrability; central limit theorem; martingale differences},
language = {eng},
number = {2},
pages = {371-375},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {A martingale central limit theorem},
url = {http://eudml.org/doc/17466},
volume = {027},
year = {1986},
}
TY - JOUR
AU - Lachout, Petr
TI - A martingale central limit theorem
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1986
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 027
IS - 2
SP - 371
EP - 375
LA - eng
KW - martingale array; uniform integrability; central limit theorem; martingale differences
UR - http://eudml.org/doc/17466
ER -
References
top- HALL P., HEYOE C. C., Martingale Limit Theory and Its Application, Academic Press, New York, 1980. (1980) MR0624435
- LACHOUT P., A note on the Martingale Central Limit Theorem, Comment. Math. Univ. Carolinae 26 (1985), 637-640. (1985) Zbl0585.60027MR0831798
- McLEISH D. L., Dependent central limit theorem and invariance principles, Ann. Probab. 2 (1974), 620-628. (1974) MR0358933
Citations in EuDML Documents
topNotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.