A central limit theorem with application
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Peter de Jong
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Article
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1996
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John Wiley and Sons
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English
โ 691 KB
Define for each subset I C (1,. . . , n} the c+-algebra 9, = m{X, : i E I} with X , , . . . , X , independent random variables. In this paper we consider 9,measurable random variables W, subject to the centering condition E(W, I 9,) = 0 a s .