A moment approach for the almost sure central limit theorem for martingales
BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
< Leer menos
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Idioma
en
Article de revue
Este ítem está publicado en
Studia Scientiarum Mathematicarum Hungarica. 2008-05-20, vol. 45, p. 139-159
Akadémiai Kiadó
Resumen en inglés
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 ...Leer más >
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 applications on autoregressive and branching processes are also provided.< Leer menos
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