scientific article

zbMath0632.60028MaRDI QIDQ3769690

Peter Gaenssler, Erich Haeusler

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

triangular arrayssurvey articlelocal martingalesmartingale central limit theorymartingale difference arrayslimit theory for semimartingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (13)

On the functional CLT for stationary Markov chains started at a point ⋮ Parameter change test for periodic integer-valued autoregressive process ⋮ On conditions in central limit theorems for martingale difference arrays ⋮ Central limit theorem for weighted martingales with applications ⋮ Constancy test for FARIMA long memory processes ⋮ Central limit theorems revisited ⋮ Weak convergence of semimartingales ⋮ Test for parameter change in stochastic processes based on conditional least-squares estimator ⋮ Moving estimates test with time varying bandwidth ⋮ Central limit theorem for linear processes with infinite variance ⋮ Quenched invariance principles for orthomartingale-like sequences ⋮ Martingale difference arrays and stochastic integrals ⋮ On kernel estimators of density for reversible Markov chains

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