Martingale difference arrays and stochastic integrals

DOI10.1007/BF00343897zbMath0575.60043MaRDI QIDQ1064610

Helmut Strasser

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

weak convergencefunctional limit theoremdiffusion approximationsmartingale difference arraysstopped partial sum processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Asymptotic inference results for multivariate long‐memory processes ⋮ Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) ⋮ On random walks with jumps scaled by cumulative sums of random variables ⋮ WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS ⋮ Estimation of the variances in the branching process with immigration ⋮ A Note on Estimation of Parameters for Branching Processes with Immigration

Cites Work

• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• On the functional central limit theorem for martingales
• On the functional central limit theorem for martingales, II
• Convergence of critical Galton-Watson branching processes
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