Functional Central Limit Theorems

Werner Ploberger

doi:10.1057/978-1-349-95189-5_2591

Functional Central Limit Theorems

Werner Ploberger

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

Functional limit theorems are generalizations of classical central limit theorems. They allow us not only to approximate the distributions of sums of random variables, but also describe their temporal evolution. The necessary mathematical concepts as well as some sufficient conditions for convergence to a random walk are discussed.

Original language	English
Title of host publication	The New Palgrave Dictionary of Economics, Third Edition
Publisher	Palgrave Macmillan
Pages	4970-4974
Number of pages	5
ISBN (Electronic)	9781349951895
ISBN (Print)	9781349951888
DOIs	https://doi.org/10.1057/978-1-349-95189-5_2591
State	Published - Jan 1 2018

Keywords

Central limit theorems
Convergence
Functional limit theorems
General limit theorems
Gordin’s th
Invariance principle
Likelihood
Lindeberg condition
Martingale differences
Random walk
Separability
Skorohod metric

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10.1057/978-1-349-95189-5_2591

Cite this

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KW - Martingale differences

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KW - Separability

KW - Skorohod metric

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ER -

Functional Central Limit Theorems

Abstract

Keywords

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