On conditions in central limit theorems for martingale difference arrays |
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| Authors: | Abdelkamel Alj,Rajae Azrak,Guy Mé lard |
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| Affiliation: | 1. Université libre de Bruxelles, Department of Mathematics CP112, Blv du Triomphe, B-1050 Bruxelles, Belgium;2. Université Mohammed V-Souissi, Faculté des Sciences Juridiques Economiques et Sociales, Salé, Morocco;3. Université libre de Bruxelles, ECARES CP114/4, Avenue Franklin Roosevelt 50, B-1050 Bruxelles, Belgium |
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| Abstract: | An alternative central limit theorem for martingale difference arrays is presented. It can be deduced from the literature but it is not stated as such. It can be very useful for statisticians and econometricians. An illustration is given in the context of ARMA models with time-dependent coefficients. This note ends with a discussion about the conditions. |
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| Keywords: | C13 C22 |
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