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- W1996870254 abstract "We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of any even order converge in the almost sure central limit theorem for martingales. A conjecture about almost sure upper bounds under wider hypotheses is formulated. The theoretical results are supported by examples borrowed from statistical applications, including linear autoregressive models and branching processes with immigration, for which new asymptotic properties are established on estimation and prediction errors." @default.
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- W1996870254 date "2009-03-01" @default.
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- W1996870254 title "On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications" @default.
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- W1996870254 doi "https://doi.org/10.1239/jap/1238592122" @default.
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