On conditions in central limit theorems for martingale difference arrays
Abdelkamel Alj; Rajae Azrak; Guy Mélard
| Year of publication: |
2014
|
|---|---|
| Authors: | Alj, Abdelkamel ; Azrak, Rajae ; Mélard, Guy |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 3, p. 305-307
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| Subject: | Unconditional Lyapunov condition | Conditional Lindeberg condition | Unconditional Lindeberg condition | Conditional Lyapunov condition | Time series analysis | Zeitreihenanalyse | Martingal | Martingale | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010401333