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THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES
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Dalibor Volný
Published/Copyright:
March 1, 1992
Published Online: 1992-03
Published in Print: 1992-03
© 2014 Oldenbourg Wissenschaftsverlag GmbH, Rosenheimer Str. 145, 81671 München
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Articles in the same Issue
- STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES
- IMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELS
- ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES
- GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES
- RESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDED
- THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES
- Limit Laws of Erdös-Rényi-Type Indexed By Sets
- Book Reviews
- INSTRUCTIONS TO AUTHORS
- Impressum
Articles in the same Issue
- STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES
- IMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELS
- ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES
- GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES
- RESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDED
- THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES
- Limit Laws of Erdös-Rényi-Type Indexed By Sets
- Book Reviews
- INSTRUCTIONS TO AUTHORS
- Impressum
