A uniform CLT for uniformly bounded families of martingale differences

DOI10.1007/BF01054016zbMATH Open0681.60023MaRDI QIDQ1823536FDOQ1823536

Authors: Shlomo Levental 

Publication date: 1989

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

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zbMATH Keywords

metric entropyempirical central limit theoremstationary martingale difference sequence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

• The Lindeberg-Levy Theorem for Martingales
• Convergence of stochastic processes
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• Some limit theorems for empirical processes (with discussion)
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• Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
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Cited In (16)

• Title not available (Why is that?)
• On the Behavior of the Constant in a Decoupling Inequality for Martingales
• A CLT for multi-dimensional martingale differences in a lexicographic order
• On weak invariance principles for partial sums
• A general class of exponential inequalities for martingales and ratios
• Bootstrap model selection for possibly dependent and heterogeneous data
• Nonparametric tests for conditional symmetry in dynamic models
• The uniform CLT for martingale difference arrays under the uniformly integrable entropy
• Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
• A weak convergence result useful in robust autoregression
• The uniform CLT for martingale difference of function-indexed process under uniformly integrable entropy
• Uniform CLT for Markov chains and its invariance principle: A martingale approach
• Nearest neighbor conditional estimation for Harris recurrent Markov chains
• Specification tests of parametric dynamic conditional quantiles
• The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing

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