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The convergence of moments in the martingale central limit theorem. (English) Zbl 0369.60026

MSC:
60F05 Central limit and other weak theorems
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[13] Scott, D.J.: Central limit theorems for martingales and for processes with stationary increments, using a Skorokhod representation approach. Advances in Appl. Probability 5, 119-137 (1973) · Zbl 0263.60011 · doi:10.2307/1425967
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