Martingale central limit theorems without uniform asymptotic negligibility
1975 ◽
Vol 13
(1)
◽
pp. 45-55
◽
Keyword(s):
Central limit theorems are obtained for martingale arrays without the requirement of uniform asymptotic negligibility. The results obtained generalise the sufficiency part of Zolotarev's extension of the classical Lindeberg-Feller central limit theorem [V.M. Zolotarev, Theor. Probability Appl. 12 (1967), 608–618] and also the main martingale central limit theorem (not functional central limit theorem however) of D.L. McLeish [Ann. Probability 2 (1974), 620–628.
1973 ◽
Vol 5
(01)
◽
pp. 119-137
◽
2007 ◽
Vol 117
(8)
◽
pp. 1137-1164
◽
1993 ◽
Vol 44
(2)
◽
pp. 314-320
◽
Keyword(s):
1981 ◽
Vol 25
(4)
◽
pp. 667-688
◽