On central limit theorems for martingale triangular arrays

DOI10.1007/BF01901971zbMath0374.60031MaRDI QIDQ4151448

Jürgen Strobel, Peter Gaenssler, Winfried Stute

Publication date: 1978

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

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (11)

Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy ⋮ On conditions in central limit theorems for martingale difference arrays ⋮ Efficient estimation of the maximal association between multiple predictors and a survival outcome ⋮ Unnamed Item ⋮ The central limit theorem for certain functionals of random walks ⋮ Asymptotic properties of conditional least-squares estimators for array time series ⋮ An invariance principle for the Robbins-Monro process in a Hilbert space ⋮ Parametric-Rate Inference for One-Sided Differentiable Parameters ⋮ A recursive kernel estimate of the functional modal regression under ergodic dependence condition ⋮ Weak convergence of martingales with random indices to infinitely divisible laws ⋮ Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

Cites Work

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• On Interchanging Limits and Integrals
• The Lindeberg-Levy Theorem for Martingales
• On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
• Martingale Central Limit Theorems
• Martingale Convergence to Infinitely Divisible Laws with Finite Variances
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

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