Théorèmes limites avec poids pour les martingales vectorielles à temps continu

DOI10.1051/ps:2007049zbMath1189.60090arXivmath/0603492OpenAlexW2163026346MaRDI QIDQ5190293

Ahmed Kebaier, Faouzi Chaabane

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603492

zbMATH Keywords

quadratic strong lawweighted central limit theoremsquasi-continuous vector martingales

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Martingales and classical analysis (60G46)

Related Items (2)

Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth ⋮ Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method

Cites Work

• Laws of large numbers for semimartingales with applications to stochastic regression
• Invariance principles with logarithmic averaging for continuous local martingales
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Integral analogues of almost sure limit theorems
• Théorèmes limites avec poids pour les martingales vectorielles
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• On the Functional Convergence in Distribution of Sequences of Semimartingales to a Mixture of Brownian Motions
• Généralisation du théorème de la limite centrale presque-sûr pour les martingales vectorielles
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