The central limit theorem for backwards martingales

DOI10.1007/BF00535793zbMath0201.19501WikidataQ100661905 ScholiaQ100661905MaRDI QIDQ5598765

R. M. Loynes

Publication date: 1969

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

Related Items (8)

An invariance principle for reversed martingales ⋮ An invariance principle for reversed martingales ⋮ Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays ⋮ Statistical measures for workload capacity analysis ⋮ An Invariance Principle for Reversed Martingales ⋮ An invariance principle for strongly multiplicative sequences ⋮ Limit theorems for weakly exchangeable arrays ⋮ Invariance principles for dependent variables

Cites Work

• Unnamed Item
• On Interchanging Limits and Integrals
• The Lindeberg-Levy Theorem for Martingales
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• The Consistency of Certain Sequential Estimators
• A Class of Statistics with Asymptotically Normal Distribution

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