On the invariance principle for exchangeable random variables

DOI10.1007/BF02589028zbMath1446.60031OpenAlexW2010623719MaRDI QIDQ3598317

Neville C. Weber, Tien-Chung Hu

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589028

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

Related Items (1)

Weak convergence of row and column exchangeable arrays

Cites Work

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• Uses of exchangeability
• A martingale approach to central limit theorems for exchangeable random variables
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

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