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]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Language
en
Article de revue
This item was published in
Studia Scientiarum Mathematicarum Hungarica. 2008-05-20, vol. 45, p. 139-159
Akadémiai Kiadó
English Abstract
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 ...Read more >
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.Read less <
Origin
Hal imported