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Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) (French) Zbl 0965.60033
Summary: We give limit theorems specifying weak and strong rates of convergence associated to a quadratic extension of the martingale almost-sure central limit theorem. Some typical examples are discussed to illustrate how to make use of them in statistic.
MSC:
60F05Central limit and other weak theorems
60G42Martingales with discrete parameter
60F15Strong limit theorems