Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Dependent versions of a central limit theorem for the squared length of a sample mean

From MaRDI portal
Publication:1347177
Jump to:navigation, search

DOI10.1016/0167-7152(94)00066-HzbMath0822.60017OpenAlexW2051164684MaRDI QIDQ1347177

Pentti Saikkonen

Publication date: 5 October 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00066-h

zbMATH Keywords

central limit theoremmartingale difference sequence


Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)




Cites Work

  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
  • Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
  • A central limit theorem for stationary processes and the parameter estimation of linear processes
  • A maximal inequality and dependent strong laws
  • Asymptotic properties of some tests for autocorrelation
  • Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
  • Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1347177&oldid=13484043"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 14:58.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki