Stable convergence of semimartingales

DOI10.1016/0304-4149(85)90044-4zbMath0558.60022OpenAlexW1999552048MaRDI QIDQ762829

Paul D. Feigin

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90044-4

zbMATH Keywords

conditionally independent incrementsMartingale limit theory

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov processes (60J99)

Related Items (17)

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Cites Work

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• Conditional exponential families and a representation theorem for asymptotic inference
• On tightness and stopping times
• Martingale convergence to mixtures of infinitely divisible laws
• On mixing and stability of limit theorems
• A Functional Central Limit Theorem for Semimartingales
• Compensators and Cox convergence
• A note on convergence to mixtures of normal distributions
• Some Simple Conditions for Limit Theorems to Be Mixing

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