Time-uniform central limit theory and asymptotic confidence sequences
时间一致中心极限定理与渐近置信序列
Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can often be applied to problems even when nonasymptotic inference is impossible. This paper introduces time-uniform analogues of such asymptotic confidence intervals, adding to the literature on confidence sequences (CS)—sequences of…