On conditions in central limit theorems for martingale difference arrays
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Publication:397938
DOI10.1016/j.econlet.2014.03.008zbMath1293.60030OpenAlexW1983064794MaRDI QIDQ397938
Guy Mélard, Abdelkamel Alj, Rajae Azrak
Publication date: 12 August 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/172397/2/AAHM_v8_2.pdf
time series analysisconditional Lindeberg conditionconditional Lyapunov conditionunconditional Lindeberg conditionunconditional Lyapunov condition
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)
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