On the necessity of the conditional Lindeberg condition for normal convergence of martingales

DOI10.1023/A:1020268304476zbMATH Open1012.60026MaRDI QIDQ1850762FDOQ1850762

Authors: V. M. Kruglov 

Publication date: 6 June 2003

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Recommendations

• On the necessity of the Lindeberg condition for the normal convergence of martingales
• On the Necessary Conditions of Normal Convergence for Martingales
• On the Necessary Conditions of Poisson Convergence for Martingales
• scientific article; zbMATH DE number 3820818
• On the conditional covariance condition in the martingale CLT
• A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process
• scientific article; zbMATH DE number 4022288
• Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales

zbMATH Keywords

conditional Lindeberg conditionmartingale weak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited In (1)

• On the necessity of the Lindeberg condition for the normal convergence of martingales

This page was built for publication: On the necessity of the conditional Lindeberg condition for normal convergence of martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1850762)