A central limit theorem for some generalized martingale arrays

DOI10.1214/23-ECP534zbMATH Open1521.60014OpenAlexW4384786019WikidataQ123337208 ScholiaQ123337208MaRDI QIDQ6138088FDOQ6138088

Authors Luca Pratelli, Pietro Rigo 

Publication date 5 September 2023

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-communications-in-probability/volume-28/issue-none/A-central-limit-theorem-for-some-generalized-martingale-arrays/10.1214/23-ECP534.full

zbMATH Keywords

martingalestable convergencecentral limit theorem (CLT)Riemann sumapproximation of stochastic integrals

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05)

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Cites Work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A Strong Form of Stable Convergence
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• Milstein's type schemes for fractional SDEs
• Power variation and stochastic volatility: a review and some new results
• Quantitative stable limit theorems on the Wiener space
• Rate of convergence for the weighted Hermite variations of the fractional Brownian motion
• Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
• Total variation bounds for Gaussian functionals
• Weighted power variations of iterated Brownian motion

Cited In (6)

• On conditions in central limit theorems for martingale difference arrays
• Title not available (Why is no real title available?)
• On the Wasserstein distance for a martingale central limit theorem
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)
• Martingale difference arrays and stochastic integrals

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