The convergence of moments in the martingale central limit theorem
- 1 January 1978
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 44 (3) , 253-260
- https://doi.org/10.1007/bf00534213
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- On the duality between the behaviour of sums of independent random variables and the sums of their squaresMathematical Proceedings of the Cambridge Philosophical Society, 1978
- Dependent Central Limit Theorems and Invariance PrinciplesThe Annals of Probability, 1974
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approachAdvances in Applied Probability, 1973
- Distribution Function Inequalities for MartingalesThe Annals of Probability, 1973
- Martingale Central Limit TheoremsThe Annals of Mathematical Statistics, 1971
- On the Departure from Normality of a Certain Class of MartingalesThe Annals of Mathematical Statistics, 1970
- Characteristic Functions, Moments, and the Central Limit TheoremThe Annals of Mathematical Statistics, 1970
- Moments of a Stopping Rule Related to the Central Limit TheoremThe Annals of Mathematical Statistics, 1969
- On Interchanging Limits and IntegralsThe Annals of Mathematical Statistics, 1960