On conditions in central limit theorems for martingale difference arrays
Year of publication: |
2014
|
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Authors: | Alj, Abdelkamel ; Azrak, Rajae ; Mélard, Guy |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 3, p. 305-307
|
Subject: | Unconditional Lyapunov condition | Conditional Lindeberg condition | Unconditional Lindeberg condition | Conditional Lyapunov condition | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Martingal | Martingale |
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