A class of martingales with non-symmetric limit distributions

DOI10.1007/BF00536197zbMath0451.60028OpenAlexW2017106846MaRDI QIDQ3897765

Paul Cabilio, Mayer Alvo, Paul D. Feigin

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536197

zbMATH Keywords

martingale central limit theorydegenerate U-statistics

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Distribution and moment convergence of martingales ⋮ On the distribution of a double stochastic integral

Cites Work

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• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• ORTHOGONAL EXPANSIONS AND U-STATISTICS
• Asymptotic Properties of U-Statistics
• A note on convergence to mixtures of normal distributions
• Some comments concerning a curious singularity
• A Class of Statistics with Asymptotically Normal Distribution

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