On conditions in central limit theorems for martingale difference arrays long version
Abdelkamel Alj; Rajae Azrak; Guy Mélard
| Year of publication: |
2014
|
|---|---|
| Authors: | Alj, Abdelkamel ; Azrak, Rajae ; Mélard, Guy |
| Publisher: |
Brussels : ECARES |
| Subject: | Unconditional Lyapunov condition | Conditional Lindeberg condition | Theorie | Theory | Martingal | Martingale | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Extent: | Online-Ressource (9 S.) |
|---|---|
| Series: | ECARES working paper. - Brussels, ZDB-ID 2771005-1. - Vol. 2014-05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/154446 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010378427