Martingale Limit Theory and Its Application
by Lukacs, E., Birnbaum, Z. W., Heyde, C. C., Hall, P.
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Inequalities and laws of large numbers; The central limit theorem; Invariance principles in the central limit theorem and law of the iterated logarithm; Limit theory for stationary processes via corresponding results for approximating martingales; Estimation of parameters from s…