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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.

60F05Central limit and other weak theorems
60G42Martingales with discrete parameter
60F15Strong limit theorems
Full Text: DOI Link EuDML
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