On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
Langue
en
Rapport
Ce document a été publié dans
2008p. 26
Résumé en anglais
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that ...Lire la suite >
Mots clés en anglais
Almost sure central limit theorem
vector martingale
moment
stochastic regression