Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments

DOI10.1080/02331888.2021.1909028zbMath1472.60042OpenAlexW3155840718MaRDI QIDQ5004989

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Publication date: 4 August 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2021.1909028

zbMATH Keywords

central limit theoremmartingaleconvergence in meanrandom vectorsinfinite moments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Martingales and classical analysis (60G46)

Related Items (1)

A Berry–Esseen theorem for sample quantiles under martingale difference sequences

Cites Work

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