Conditional Lindeberg Central Limit Theorem for Strong Lattice Martingales
Author | : Illig Aude |
Publisher | : |
Total Pages | : 11 |
Release | : 2018 |
ISBN-10 | : OCLC:1304406029 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Conditional Lindeberg Central Limit Theorem for Strong Lattice Martingales by : Illig Aude
Download or read book Conditional Lindeberg Central Limit Theorem for Strong Lattice Martingales written by Illig Aude and published by . This book was released on 2018 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: Strong lattice martingale arrays over Z are considered under the form of set-indexed processes and a central limit theorem is established under conditional Lindeberg condition, after having extended the limit theorem in Tjostheim (1983) to spatial processes that are nearly lattice martingales.