On the conditional covariance condition in the martingale CLT
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Publication:1907498
DOI10.1007/BF02337759zbMath0847.60017MaRDI QIDQ1907498
Publication date: 25 February 1996
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Related Items (3)
On a multidimensional martingale with given conditional covariance structure ⋮ An asymptotic expansion for probabilities of moderate deviations for multivariate martingales ⋮ Weak convergence in the functional autoregressive model
Cites Work
- Uniform bound in the central limit theorem for Banach space valued dependent random variables
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
- Exact convergence rates in some martingale central limit theorems
- Summation of Laplace series in the class of distributions
- On the rate of convergence in the central limit theorem for d-dimensional semimartingales
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