The Classical Central Limit Theorem

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI:

Series: Advanced Texts in Econometrics

 The Classical Central Limit Theorem

More Like This

Show all results sharing this subject:

  • Econometrics and Mathematical Economics


Show Summary Details


In this chapter, the first approach is made to establishing the convergence of scaled random sums, considering independent sequences. The classic Lindeberg‐Lévy, Khinchine, Lindeberg‐Feller, and Liapunov theorems are proved. The main focus is on the treatment of heterogeneous summands, applying the Lindeberg condition, and extensions are given to allow trending (growing or shrinking) variances

Keywords: asymptotic negligibility; Khinchine's theorem; Liapunov theorem; Lindeberg condition; Lindeberg‐Feller theorem; Lindeberg‐Lévy theorem; trending variances

Chapter.  8695 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.