5. A Martingale Central Limit Theorem

  1. Thomas R. Fleming and
  2. David P. Harrington

Published Online: 26 SEP 2011

DOI: 10.1002/9781118150672.ch5

Counting Processes and Survival Analysis

Counting Processes and Survival Analysis

How to Cite

Fleming, T. R. and Harrington, D. P. (2005) A Martingale Central Limit Theorem, in Counting Processes and Survival Analysis, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150672.ch5

Publication History

  1. Published Online: 26 SEP 2011
  2. Published Print: 8 SEP 2005

ISBN Information

Print ISBN: 9780471769880

Online ISBN: 9781118150672

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Keywords:

  • martingale structure;
  • martingale difference arrays;
  • weak convergence;
  • asymptotic distribution;
  • random variables

Summary

This chapter contains sections titled:

  • Preliminaries and Motivation

  • Convergence of Martingale Difference Arrays

  • Weak Convergence of the Process, U(n)

  • Bibliographic Notes