Johnson, Oliver - In: Stochastic Processes and their Applications 88 (2000) 2, pp. 291-304
Motivated by Barron (1986, Ann. Probab. 14, 336-342), Brown (1982, Statistics and Probability: Essays in Honour of C.R. Rao, pp. 141-148) and Carlen and Soffer (1991, Comm. Math. Phys. 140, 339-371), we prove a version of the Lindeberg-Feller Theorem, showing normal convergence of the normalised...