An Invariance Principle for Reversed Martingales

DOI10.2307/2036526zbMath0218.60046OpenAlexW4232455686MaRDI QIDQ5623012

R. M. Loynes

Publication date: 1970

Full work available at URL: https://doi.org/10.2307/2036526

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items

A note on invariance principles for v. Mises' statistics ⋮ Weak invariance principle for finite-population U-statistics ⋮ 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 ⋮ Maximal inequalities and convergence results for generalized U- statistics ⋮ Asymptotic deviations between perturbed empirical and quantile processes ⋮ An invariance principle for linear combinations of order statistics ⋮ On functional laws of the iterated logarithm ⋮ On the weak convergence of U-statistic processes, and of the empirical process ⋮ Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Some invariance principles for rank statistics for testing independence

Cites Work

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• The central limit theorem for backwards martingales
• THE LIMITING DISTRIBUTION OF THE LAST TIME s _n ≥ n∈
• A Class of Statistics with Asymptotically Normal Distribution