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

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)

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Cited in

(7)

• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
• General estimation results for \textsc{tdVARMA} array models
• On conditions in central limit theorems for martingale difference arrays
• Asymptotic properties of conditional least-squares estimators for array time series
• scientific article; zbMATH DE number 94794 (Why is no real title available?)
• The second central limit theorem for martingale difference arrays
• Sequential adaptive strategies for sampling rare clustered populations

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