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Martingale limit theory and its application by C. C. Heyde, Peter Hall

Martingale limit theory and its application C. C. Heyde, Peter Hall ebook
ISBN: 0123193508, 9780123193506
Format: djvu
Page: 311
Publisher: Academic Pr

Limit theorem (CLT) for (Xi) to the study of CLT for the martingale difference P. (1980) Martingale limit theory and its appli- cation. Citation of such a paper should account for its provisional character. Martingale Limit Theory and Its Application: Amazon.ca: Peter Hall, C. Heyde, Martingale limit theory and its application, Probability and. Results 1 - 10 of 160 CiteSeerX - Scientific documents that cite the following paper: 1980]: Martingale Limit Theory and Its Application. Martingale limit theory and its application by C. Martingale Limit Theory and its Applications. Academic Press, Inc., New York-London, 1980. Then, an application to Markov chains is given. Martingale limit theory and its application. Martingale Limit Theory and Its Application. We present a proof of a martingale central limit theorem (Theorem 2) due to McLeish (1974). Heyde, Martingale Limit Theory and its Application (Academic. A revised representation allows the use of martingale limit theorems to derive the As an illustration of the theory, we apply the martingale methods proposed in this paper.