The central limit theorem for backwards martingales

DOI10.1007/BF00535793MaRDI QIDQ5598765zbMATH OpenWikidataFDO

Authors R. M. Loynes

Publication date 1969

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Cites work

• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• On Interchanging Limits and Integrals
• The Consistency of Certain Sequential Estimators
• The Lindeberg-Levy Theorem for Martingales

Cited in

(8)

• Invariance principles for dependent variables
• Limit theorems for weakly exchangeable arrays
• An invariance principle for reversed martingales
• An invariance principle for reversed martingales
• Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays
• An invariance principle for strongly multiplicative sequences
• An Invariance Principle for Reversed Martingales
• Statistical measures for workload capacity analysis

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