Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152517 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
The martingale approach to limit theorems of divisible statistics in non-classical multinomial schemes, established by Khmaladze in 1983, has shown great power for those models with all asymptotically Poissonian frequencies. We extended this approach to more general situations, which include both asymptotically Gaussian and Poissonian frequencies, and established functional limit theorems.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Haizhen Wu, Giorgi Kvizhinadze,