A note on limit theorems for multivariate martingales

DOI10.2307/3318713zbMath0943.60016OpenAlexW1966060936MaRDI QIDQ1301752

Uwe Küchler, Michael Sørensen

Publication date: 4 September 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4389

zbMATH Keywords

stochastic delay equationscentral limit theoremmaximum likelihoodweak law of large numberssemi-martingalesmultivariate martingalesGaussian diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (13)

Jump filtering and efficient drift estimation for Lévy-driven SDEs ⋮ On large deviations in testing Ornstein-Uhlenbeck-type models ⋮ On nodes of small degrees and degree profile in preferential dynamic attachment circuits ⋮ Remark on semigroup techniques and the maximum likelihood estimation. ⋮ On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model ⋮ Nonparametric inference for fractional diffusion ⋮ Convergence results for multivariate martingales ⋮ Multi-companion matrices ⋮ Asymptotic normality of degree counts in a preferential attachment model ⋮ Asymptotic Inference for Jump Diffusions with State-Dependent Intensity ⋮ Asymptotic normality of in- and out-degree counts in a preferential attachment model ⋮ Uniform law of large numbers and consistency of estimators for Harris diffusions ⋮ A multivariate central limit theorem for continuous local martingales

This page was built for publication: A note on limit theorems for multivariate martingales