MARTINGALE CONVERGENCE TO MIXTURES OF INFINITELY DIVISIBLE LAWS

被引:29
作者
EAGLESON, GK [1 ]
机构
[1] UNIV CAMBRIDGE,STATIST LAB,16 MILL LANE,CAMBRIDGE CS2 1SB,ENGLAND
关键词
D O I
10.1214/aop/1176996362
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:557 / 562
页数:6
相关论文
共 4 条
[1]  
Breiman L., 1968, PROBABILITY
[2]   MARTINGALE CONVERGENCE TO INFINITELY DIVISIBLE LAWS WITH FINITE VARIANCES [J].
BROWN, BM ;
EAGLESON, GK .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 162 (NDEC) :449-&
[3]  
DVORETSKY A, 1972, 6TH P BERK S MATH ST, V2, P513
[4]   GORDINS CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES [J].
EAGLESON, GK .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (01) :176-179