A moment approach for the almost sure central limit theorem for martingales
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Laboratoire de Statistique et Probabilités [LSP] | |
| dc.contributor.author | FORT, Jean-Claude | |
| dc.date.accessioned | 2024-04-04T02:33:48Z | |
| dc.date.available | 2024-04-04T02:33:48Z | |
| dc.date.issued | 2008-05-20 | |
| dc.identifier.issn | 0081-6906 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190508 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Akadémiai Kiadó | |
| dc.title.en | A moment approach for the almost sure central limit theorem for martingales | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| bordeaux.journal | Studia Scientiarum Mathematicarum Hungarica | |
| bordeaux.page | 139-159 | |
| bordeaux.volume | 45 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00012679 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00012679v1 | |
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