I. Berkes and E. Csáki, A universal result in almost sure central limit theory. Stochastic Process, Appl, vol.94, pp.105-134, 2001.

B. Bercu, On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications. Stochastic Process, Appl, vol.111, pp.157-173, 2004.

P. Billingsley, Probability and measure, 1995.

G. A. Brosamler, An almost everywhere central limit theorem, Mathematical Proceedings of the Cambridge Philosophical Society, vol.104, issue.03, pp.561-574, 1988.
DOI : 10.1007/BF01404058

F. Chaabane, Version forte du théorème de la limite centrale fonctionnel pour les martingales, C. R. Acad. Sci. Paris, vol.323, pp.195-198, 1996.

F. Chaabane and F. Maaouia, Th??or??mes limites avec poids pour les martingales vectorielles, ESAIM: Probability and Statistics, vol.4, pp.137-189, 2000.
DOI : 10.1051/ps:2000103
URL : http://archive.numdam.org/article/PS_2000__4__137_0.pdf

F. Chaabane, Invariance principle with logarithm averaging for martingales, Studia Math. Sci. Hungar, vol.37, pp.21-52, 2001.
DOI : 10.1556/sscmath.37.2001.1-2.2

M. Duflo, Random Iterative Models, 1997.
DOI : 10.1007/978-3-662-12880-0

I. A. Ibragimov and M. A. Lifshits, On the convergence of generalized moments in almost sure central limit theorem, Statistics & Probability Letters, vol.40, issue.4, pp.343-351, 1998.
DOI : 10.1016/S0167-7152(98)00134-5

I. A. Ibragimov and M. A. Lifshits, On almost sure limit theorems. Theory Probab, Appl, vol.44, pp.254-272, 1999.

M. T. Lacey and W. Phillip, A note on the almost sure central limit theorem, Statistics & Probability Letters, vol.9, issue.3, pp.201-205, 1990.
DOI : 10.1016/0167-7152(90)90056-D

T. L. Lai and C. Z. Wei, Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems, The Annals of Statistics, vol.10, issue.1, pp.154-166, 1982.
DOI : 10.1214/aos/1176345697

M. Lifshits, Almost sure limit theorem for martingales. Limit Theorems in Probability and Statistics II, pp.367-390, 2002.

M. Lifshits, Lecture notes on almost sure limit theorems, pp.1-25, 2001.

F. Maaouia and A. Touati, Identification of multitype branching processes, 2005.

P. Schatte, On Strong Versions of the Central Limit Theorem, Mathematische Nachrichten, vol.77, issue.1, pp.249-256, 1988.
DOI : 10.1002/mana.19881370117

P. Schatte, On almost sure convergence of subsequences in the central limit theorem, Statistics, vol.24, issue.4, pp.237-246, 1991.
DOI : 10.1007/BF00334035

C. Z. Wei, Adaptive Prediction by Least Squares Predictors in Stochastic Regression Models with Applications to Time Series, The Annals of Statistics, vol.15, issue.4, pp.1667-1682, 1987.
DOI : 10.1214/aos/1176350617