On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
نویسندگان
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: Stochastic Processes and their Applications
سال: 2004
ISSN: 0304-4149
DOI: 10.1016/j.spa.2002.10.001