ON THE CENTRAL-LIMIT-THEOREM FOR POINT PROCESS MARTINGALES

被引：1
|
作者：
JOHANSSON, B
机构：
[1] Department of Mathematical Statistics, University of Stockholm, S-11385 Stockholm
来源：
STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 02期
关键词：
CENTRAL LIMIT THEOREM; MARTINGALE; MIXING CONVERGENCE; POINT PROCESS; RANDOM TIME CHANGE; STABLE CONVERGENCE;
D O I：
10.1016/0167-7152(94)90027-2
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We give a simple proof of the scalar central limit theorem for point process martingales. The proof is based on a result of Guiasu concerning random time changes. A condition of 'Lyapunov type' is given.
引用
收藏
页码：125 / 130
页数：6
相关论文
共 50 条
12345