On central limit theorems for martingale triangular arrays
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Cites work
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- scientific article; zbMATH DE number 3073499 (Why is no real title available?)
- Martingale Central Limit Theorems
- Martingale Convergence to Infinitely Divisible Laws with Finite Variances
- On Interchanging Limits and Integrals
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- The Lindeberg-Levy Theorem for Martingales
Cited in
(15)- Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
- Asymptotic properties of conditional least-squares estimators for array time series
- A recursive kernel estimate of the functional modal regression under ergodic dependence condition
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
- On conditions in central limit theorems for martingale difference arrays
- An invariance principle for the Robbins-Monro process in a Hilbert space
- Parametric-rate inference for one-sided differentiable parameters
- scientific article; zbMATH DE number 7765969 (Why is no real title available?)
- Efficient estimation of the maximal association between multiple predictors and a survival outcome
- Spike detection for calcium activity
- General estimation results for \textsc{tdVARMA} array models
- Random walks in the high-dimensional limit. I: The Wiener spiral.
- Testing exogeneity in the functional linear regression model
- Weak convergence of martingales with random indices to infinitely divisible laws
- The central limit theorem for certain functionals of random walks
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