A note on the martingale central limit theorem

Previous | Up | Next

Article

A note on the martingale central limit theorem. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 26 (1985), issue 4, pp. 637-640

MSC: 60F05, 60G42 | MR 831798 | Zbl 0585.60027

References:

[1] HALL P., HEYDE C. C.: Martingale Limit Theory and Its Application. Academic Press, New York, 1980. MR 0624435 | Zbl 0462.60045

[2] McLEISH D. L.: Dependent central limit theorem and Invariance principles. Ann. Probab. 2 (1974), 620-628. MR 0358933

Partner of