Convergence of Sums of Squares of Martingale Differences

• 1 February 1968
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 39  (1) , 123-133
• https://doi.org/10.1214/aoms/1177698509

Abstract

Keywords

• CONVERGENCE OF SUMS
• SUMS OF SQUARES
• SQUARES OF MARTINGALE DIFFERENCES