On the central limit theorem for point process martingales

Björn Johansson

Statistics & Probability Letters, 1994, vol. 20, issue 2, 125-130

Abstract: We give a simple proof of the scalar central limit theorem for point process martingales. The proof is based on a result of Guiasu concerning random time changes. A condition of 'Lyapunov type' is given.

Keywords: Central limit theorem Martingale Mixing convergence Point process Random time change; Stable convergence (search for similar items in EconPapers)
Date: 1994
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