On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications

DOI10.1239/jap/1238592122zbMath1175.60009arXiv0812.3528OpenAlexW1996870254MaRDI QIDQ3621153

Bernard Bercu, Peggy Cénac, Guy Fayolle

Publication date: 14 April 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.3528

zbMATH Keywords

moment estimationconvergence of momentsstochastic regressionalmost-sure central limit theoremvector martingale

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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