The central limit theorem for backwards martingales

DOI10.1007/BF00535793zbMATH Open0201.19501WikidataQ100661905 ScholiaQ100661905MaRDI QIDQ5598765FDOQ5598765

Authors: R. M. Loynes 

Publication date: 1969

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

Cites Work

• The Lindeberg-Levy Theorem for Martingales
• A Class of Statistics with Asymptotically Normal Distribution
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Title not available (Why is that?)
• On Interchanging Limits and Integrals
• The Consistency of Certain Sequential Estimators

Cited In (8)

• 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
• Invariance principles for dependent variables

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