Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays
From MaRDI portal
Publication:1141414
DOI10.1007/BF00970728zbMath0437.60017MaRDI QIDQ1141414
Publication date: 1980
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
60F17: Functional limit theorems; invariance principles
Cites Work
- Unnamed Item
- Dependent central limit theorems and invariance principles
- On the rate of convergence to normality for sums of dependent random variables
- The central limit theorem for backwards martingales
- An invariance principle for reversed martingales
- An Invariance Principle for Reversed Martingales
- Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals