Title of article
On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
Author/Authors
Bercu، نويسنده , , B، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
157
To page
173
Abstract
We establish new almost sure asymptotic properties for martingale transforms. It enables us to deduce the convergence of moments in the almost sure central limit theorem for martingales. Several statistical applications on the asymptotic behavior of stochastic regression models are also provided.
Keywords
Martingale transforms , Stochastic regression , Moments
Journal title
Stochastic Processes and their Applications
Serial Year
2004
Journal title
Stochastic Processes and their Applications
Record number
1577390
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