The convergence of moments in the martingale central limit theorem
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Publication:4148551
DOI10.1007/BF00534213zbMath0369.60026MaRDI QIDQ4148551
No author found.
Publication date: 1978
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (6)
Distribution and moment convergence of martingales ⋮ Certain non-uniform rates of convergence to normality for martingale differences ⋮ On martingale tail sums for the path length in random trees ⋮ On martingale tail sums in affine two-color urn models with multiple drawings ⋮ Moment bounds for stationary mixing sequences ⋮ The convergence of moments in the central limit theorem for stationary phi-mixing processes
Cites Work
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- Distribution function inequalities for martingales
- Dependent central limit theorems and invariance principles
- On Interchanging Limits and Integrals
- On the duality between the behaviour of sums of independent random variables and the sums of their squares
- Characteristic Functions, Moments, and the Central Limit Theorem
- Moments of a Stopping Rule Related to the Central Limit Theorem
- Martingale Central Limit Theorems
- On the Departure from Normality of a Certain Class of Martingales
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
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