On a multidimensional martingale with given conditional covariance structure

DOI10.1007/BF02362706zbMath0855.60044MaRDI QIDQ1917620

Alfredas Račkauskas

Publication date: 14 January 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

central limit theorems for martingalesmultidimensional martingales

Mathematics Subject Classification ID

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

Cites Work

• Uniform bound in the central limit theorem for Banach space valued dependent random variables
• On the conditional covariance condition in the martingale CLT
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