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A martingale central limit theorem without negligibility conditions
Published online by Cambridge University Press: 17 April 2009
Abstract
We obtain sufficient conditions for the convergence of martingale triangular arrays to infinitely divisible laws with finite variances, without making the usual assumptions of uniform asymptotic negligibility. Our results generalise known results for both the martingale case under a negligibility assumption and the classical (independence) case without such assumptions.
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- Research Article
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- Copyright © Australian Mathematical Society 1978
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