On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version
Year of publication: |
2014-01
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Authors: | Alj, Abdelkamel ; Azrak, Rajae ; Melard, Guy |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | unconditional Lyapunov condition | conditional Lindeberg condition |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2014-05 9 pages long |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: |
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On conditions in central limit theorems for martingale difference arrays
Alj, Abdelkamel, (2014)
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