Advances and Applications in Statistics
Volume 9, Issue 1, Pages 141 - 144
(June 2008)
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A COUNTEREXAMPLE CONCERNING A SERIES OF T. L. LAI
George Stoica (Canada)
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Abstract: We prove that the i.i.d. hypothesis in Lai?s theorem cannot be relaxed to bounded sequences, not even to bounded martingales. |
Keywords and phrases: Lai?s theorem, martingale difference, subsequence. |
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