A moment approach for the almost sure central limit theorem for martingales
Langue
en
Article de revue
Ce document a été publié dans
Studia Scientiarum Mathematicarum Hungarica. 2008-05-20, vol. 45, p. 139-159
Akadémiai Kiadó
Résumé en anglais
We prove the almost sure central limit theorem for martingales via an original approach which uses the Carleman moment theorem together with the convergence of moments for powers of martingales. Several statistical ...Lire la suite >