Geodesic
On the convergence of moments in a martingale central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 373-386 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper investigates a limit theorem for randomly stopped, square-integrable martingales in the case when a limiting distribution is a mixture of normal distributions. Together with the weak convergence, the convergence of absolute moments is established.
Keywords: weak convergence, stopping times, randomly stopped martingale stable convergence, random-sums limit theorem.
Mots-clés : convergence of moments 
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     author = {K. S. Kubacki},
     title = {On the convergence of moments in a martingale central limit theorem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {373--386},
     year = {1995},
     volume = {40},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a9/}
}
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K. S. Kubacki. On the convergence of moments in a martingale central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 2, pp. 373-386. http://geodesic.mathdoc.fr/item/TVP_1995_40_2_a9/