Pages that link to "Item:Q1301752"
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The following pages link to A note on limit theorems for multivariate martingales (Q1301752):
Displayed 11 items.
- Multi-companion matrices (Q92814) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- Remark on semigroup techniques and the maximum likelihood estimation. (Q1423249) (← links)
- A multivariate central limit theorem for continuous local martingales (Q1591160) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Nonparametric inference for fractional diffusion (Q2448715) (← links)
- Convergence results for multivariate martingales (Q2485840) (← links)
- Uniform law of large numbers and consistency of estimators for Harris diffusions (Q2573258) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Asymptotic normality of in- and out-degree counts in a preferential attachment model (Q4976517) (← links)
- Asymptotic normality of degree counts in a preferential attachment model (Q5197413) (← links)