Replacing the martingale assumption in a martingale central limit theorem

Michael S. Bingham

Stochastic Processes and their Applications, 1988, vol. 29, issue 1, 103-106

Abstract: A central limit theorem is obtained for adapted triangular arrays of real-valued random variables which satisfy an "approximate martingale condition". A previously known martingale central limit theorem is shown to be a special case of this result.

Keywords: martingale; approximate; martingale; central; limit; theorem (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(88)90030-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:29:y:1988:i:1:p:103-106

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().