Central limit theorem and increment conditions

WanSoo T. Rhee

Statistics & Probability Letters, 1986, vol. 4, issue 4, 191-195

Abstract: Let [phi] be a convex function defined on R+, with [phi](0) = 0 and limx-->0[phi](x)/x=0. We show that there exists a uniformly bounded process (Xt) on [0,1] with continuous sample paths that satisfies the increment condition for every u

Keywords: stochastic; processes; continuous; sample; path; central; limit; theorem; increment; conditions (search for similar items in EconPapers)
Date: 1986
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