Abstract
Martingale central limit theorems are a generalization of classical central limit theorems for sums of independent random variables which have found a wide range of applications. They are presented here with stable convergence in view.
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© 2015 Springer International Publishing Switzerland
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Häusler, E., Luschgy, H. (2015). Stable Martingale Central Limit Theorems. In: Stable Convergence and Stable Limit Theorems. Probability Theory and Stochastic Modelling, vol 74. Springer, Cham. https://doi.org/10.1007/978-3-319-18329-9_6
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DOI: https://doi.org/10.1007/978-3-319-18329-9_6
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-18328-2
Online ISBN: 978-3-319-18329-9
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