Dependent Central Limit Theorems and Invariance Principles
The Annals of ProbabilityPublished 1 August 1974Open access
D. L. McLeish
Citations589
SJR quartileQ1
SJR score3.33
SNIP2.20
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Abstract
Central limit theorems are proved for martingales and near-martingales without the existence of moments or the full Lindeberg condition. These theorems are extended to invariance principles with a discussion of both random and nonrandom norming.
Keywords
Decision SciencesEconomics, Econometrics and Finance
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