=+5.7 Exercises 171 [Hint: Define Yi = Xi1(E(Xk i |Fi1)0.5k!Bk2ai,k2). Show that Yi, Fi, 1 i

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=+5.7 Exercises 171

[Hint: Define Yi = Xi1(E(Xk i |Fi−1)≤0.5k!Bk−2ai,k≥2). Show that Yi, Fi, 1 ≤ i ≤

n, is also a sequence of martingale differences and satisfies (5.79) (with Xi replaced by Yi.]

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Large Sample Techniques For Statistics

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Authors: Jiming Jiang

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=+5.7 Exercises 171 [Hint: Define Yi = Xi1(E(Xk i |Fi1)0.5k!Bk2ai,k2). Show that Yi, Fi, 1 i n, is also a sequence of martingale differences and satisfies (5.79) (with Xi replaced by Yi.]
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=+5.7 Exercises 171 [Hint: Define Yi = Xi1(E(Xk i |Fi1)0.5k!Bk2ai,k2). Show that Yi, Fi, 1 i

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Large Sample Techniques For Statistics

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