Martingale random central limit theorems

DOI10.1007/BF01902602zbMath0428.60031MaRDI QIDQ3865210

Zdzisław Rychlik

Publication date: 1979

Published in: Acta Mathematica Academiae Scientiarum Hungaricae (Search for Journal in Brave)

zbMATH Keywords

stopping timeinvariance principlecentral limit theorems for martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (3)

o-rates of closeness of two weighted random sums of dependent Banach- valued random variables ⋮ Simple tail index estimation for dependent and heterogeneous data with missing values ⋮ Weak convergence of martingales with random indices to infinitely divisible laws

Cites Work

• A central limit theorem for sums of a random number of independent random variables
• Martingale Central Limit Theorems
• The asymptotic distribution of the sum of a random number of random variables
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