On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
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Publication:3621153
DOI10.1239/jap/1238592122zbMath1175.60009arXiv0812.3528MaRDI QIDQ3621153
Bernard Bercu, Peggy Cénac, Guy Fayolle
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.3528
moment estimation; convergence of moments; stochastic regression; almost-sure central limit theorem; vector martingale
46N30: Applications of functional analysis in probability theory and statistics
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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