(a) Compare and contrast Linderbergs CLT (Table 9.19) with that for second-order martingale difference processes (Table 9.22)....

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(a) Compare and contrast Linderberg’s CLT (Table 9.19) with that for second-order martingale difference processes (Table 9.22).

(b) Compare and contrast Chebyshev’s “near” CLT, which was invalid, with the valid CLT in Table 9.21.

(c) Explain why the CLT results for second-order stationary processes in Tables 9.24 and 9.25 are of no value for modeling and inference purposes.

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Probability Theory And Statistical Inference

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2nd Edition

Authors: Aris Spanos

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(a) Compare and contrast Linderbergs CLT (Table 9.19) with that for second-order martingale difference processes (Table 9.22)....

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Probability Theory And Statistical Inference

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