On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
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چکیده
منابع مشابه
On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of any even order converge in the almost sure central limit theorem for martingales. A conjecture about almost sure upper bounds under wider hypotheses is formul...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2009
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200005283