Pages that link to "Item:Q1247111"

The following pages link to An extended martingale invariance principle (Q1247111):

Displaying 13 items.

• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
• A functional central limit theorem for Hilbert-valued martingales (Q726422) (← links)
• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments (Q1058223) (← links)
• 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 \({\mathbb{D}}^ 1)\) (Q1099492) (← links)
• On functional central limit theorems for certain continuous time parameter stochastic processes (Q1150941) (← links)
• An extension of a theorem of K. Yamada to equations ``with memory'' (Q1175833) (← links)
• Poisson convergence for set-indexed empirical processes (Q1359767) (← links)
• Poisson convergence in two dimensions with application to row and column exchangeable arrays (Q1819818) (← links)
• On the weak convergence of likelihood ratio processes of general statistical parametric models (Q3785689) (← links)
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales (Q3940563) (← links)
• (Q3956157) (← links)
• On the functional central limit theorem for martingales, II (Q4187075) (← links)
• Asymptotic mixed normality and hellinger processes (Q4845473) (← links)