On conditions in central limit theorems for martingale difference arrays

DOI10.1016/J.ECONLET.2014.03.008zbMATH Open1293.60030OpenAlexW1983064794MaRDI QIDQ397938FDOQ397938

Authors: Abdelkamel Alj, Rajae Azrak, Guy Mélard 

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/172397/2/AAHM_v8_2.pdf

Recommendations

• scientific article; zbMATH DE number 94794
• The second central limit theorem for martingale difference arrays
• A central limit theorem for some generalized martingale arrays
• ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES
• On the rate of convergence in the central limit theorem for martingale difference sequences
• scientific article; zbMATH DE number 4080504
• A central limit theorem for fields of martingale differences
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays

zbMATH Keywords

time series analysisconditional Lindeberg conditionconditional Lyapunov conditionunconditional Lindeberg conditionunconditional Lyapunov condition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

• Probability for Statisticians
• Title not available (Why is that?)
• Fitting time series models to nonstationary processes
• Title not available (Why is that?)
• Foundations of Modern Probability
• Asymptotics of the principal components estimator of large factor models with weakly influential factors
• Convergence of stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probability with Martingales
• Title not available (Why is that?)
• Title not available (Why is that?)
• Martingale Central Limit Theorems
• On central limit theorems for martingale triangular arrays
• A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
• On conditions in central limit theorems for martingale difference arrays
• Maximum likelihood estimation for an observation driven model for Poisson counts
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients

Cited In (7)

• On conditions in central limit theorems for martingale difference arrays
• Asymptotic properties of conditional least-squares estimators for array time series
• The second central limit theorem for martingale difference arrays
• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
• General estimation results for \textsc{tdVARMA} array models
• Sequential adaptive strategies for sampling rare clustered populations
• Title not available (Why is that?)

This page was built for publication: On conditions in central limit theorems for martingale difference arrays

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q397938)