Weak convergence of an iterated renewal process
Keyword(s):
Asymptotic normality and the weak invariance principle are studied for an iterated renewal process of order A martingale decomposition is used in this context to provide a simple proof.
Keyword(s):
1985 ◽
Vol 2
(4)
◽
pp. 281-290
2016 ◽
Vol 16
(03)
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pp. 1660012
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2018 ◽
Vol 32
(1)
◽
pp. 172-187
2015 ◽
Vol 30
(1)
◽
pp. 196-211
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