8.25 Give two examples to show that (8.22) and (8.24) do not imply each other. In other...

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8.25 Give two examples to show that (8.22) and (8.24) do not imply each other. In other words, construct two sequences of martingale differences so that the first sequence satisfies (8.22) but not (8.24) and the second sequence satisfies (8.24)

but not (8.22).

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Large Sample Techniques For Statistics

ISBN: 9783030916947

2nd Edition

Authors: Jiming Jiang

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Question Posted: Oct 30, 2024 11:00 AM

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8.25 Give two examples to show that (8.22) and (8.24) do not imply each other. In other words, construct two sequences of martingale differences so that the first sequence satisfies (8.22) but not...
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8.25 Give two examples to show that (8.22) and (8.24) do not imply each other. In other...

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Large Sample Techniques For Statistics

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