On conditions in central limit theorems for martingale difference arrays

DOI10.1016/J.ECONLET.2014.03.008zbMath1293.60030OpenAlexW1983064794MaRDI QIDQ397938

Guy Mélard, Abdelkamel Alj, Rajae Azrak

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/172397/2/AAHM_v8_2.pdf

zbMATH Keywords

time series analysisconditional Lindeberg conditionconditional Lyapunov conditionunconditional Lindeberg conditionunconditional Lyapunov condition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items (5)

Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators ⋮ On conditions in central limit theorems for martingale difference arrays ⋮ Sequential adaptive strategies for sampling rare clustered populations ⋮ Asymptotic properties of conditional least-squares estimators for array time series ⋮ General estimation results for \textsc{tdVARMA} array models

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