A CLT for martingale transforms with infinite variance (Q334015): Difference between revisions

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Latest revision as of 19:53, 12 July 2024

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A CLT for martingale transforms with infinite variance
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    A CLT for martingale transforms with infinite variance (English)
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    31 October 2016
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    CLT
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    generalized domain of attraction
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    martingale transform
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    matrix normalization
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    self-normalized Wald tests
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    QMLE
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