=+ (b) The Lindeberg-Levy theorem for martingales. Suppose that ..., Y_1, YG, Y ,,... is stationary and

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(b) The Lindeberg-Levy theorem for martingales. Suppose that

..., Y_1, YG, Y ,,...

is stationary and ergodic (p. 494) and that E[Y2] <>> and E[Y\Yx-1, Y-2 .... ]=0.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 03:00 AM

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=+ (b) The Lindeberg-Levy theorem for martingales. Suppose that ..., Y_1, YG, Y ,,... is stationary and ergodic (p. 494) and that E[Y2] > and E[Y\Yx-1, Y-2 .... ]=0.
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=+ (b) The Lindeberg-Levy theorem for martingales. Suppose that ..., Y_1, YG, Y ,,... is stationary and

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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