On central limit theorems for martingale triangular arrays

Martingale Central Limit Theorems

B. M. Brown · The Annals of Mathematical Statistics · 1971 · 718 citations · Full text

Engineering, Mathematics, Financial Economics +16

Large-sample theory of sequential estimation

F. J. Anscombe · Mathematical Proceedings of the Cambridge Philosophical Society · 1952 · 573 citations

Natural Sciences, Mathematics, Probability Theory +16

The Lindeberg-Lévy theorem for martingales

Patrick Billingsley · Proceedings of the American Mathematical Society · 1961 · 277 citations

Engineering, Mathematics, Financial Economics +11

Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

David John Scott · Advances in Applied Probability · 1973 · 166 citations

Engineering, Mathematics, Financial Economics +16

On Interchanging Limits and Integrals

John W. Pratt · The Annals of Mathematical Statistics · 1960 · 153 citations · Full text

Natural Sciences, Mathematics Education, Field-programmable Gate Arrays +6