Limit theorems with weights for vector-valued martingales
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Cites work
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Asymptotic methods in statistical decision theory
- Asymptotic properties of least-squares estimates in stochastic regression models
- Généralisation du théorème de la limite centrale presque-sûr pour les martingales vectorielles
- scientific article; zbMATH DE number 3850256 (Why is no real title available?)
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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- scientific article; zbMATH DE number 976356 (Why is no real title available?)
- scientific article; zbMATH DE number 937324 (Why is no real title available?)
- scientific article; zbMATH DE number 937346 (Why is no real title available?)
- scientific article; zbMATH DE number 3410334 (Why is no real title available?)
- Identification and stochastic adaptive control
- Identification of multitype branching processes
- Invariance principles for logarithmic averages
- Invariance principles with logarithmic averaging for martingales
- Logarithmic averages of stable random variables are asymptotically normal
- Martingale central limit theorems and asymptotic estimation theory for multitype branching processes
- On the almost sure asymptotic behaviour of stochastic algorithm
- Principes d'invariance par moyennisation logarithmique pour les processus de Markov. (Invariance principles with logarithmic averaging for Markov processes)
- Rate of convergence in distribution for the least square estimator in an autoregressive model (mixed case)
- Stochastic algorithms
- Sur la loi des grands nombres pour les martingales vectorielles et l'estimateur des moindres carrés d'un modèle de régression. (On the law of large numbers for vectorial martingales and least square estimators of a regression model)
Cited in
(23)- On the identification of a supercritical branching process
- A test of correlation in the random coefficients of an autoregressive process
- Invariance principles with logarithmic averaging for continuous local martingales
- On the center of mass of the elephant random walk
- New insights on the reinforced elephant random walk using a martingale approach
- Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications
- Recursive estimation in a class of models of deformation
- Further results on the h-test of Durbin for stable autoregressive processes
- Généralisation du théorème de la limite centrale presque-sûr pour les martingales vectorielles
- Testing for residual correlation of any order in the autoregressive process
- Large deviations via almost sure CLT for functionals of Markov processes
- scientific article; zbMATH DE number 937346 (Why is no real title available?)
- On the almost sure central limit theorem for ARX processes in adaptive tracking
- Théorèmes limites avec poids pour les martingales vectorielles à temps continu
- Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth
- On the almost sure central limit theorem for the elephant random walk
- Large deviation principle for additive functionals of semi-Markov processes
- Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
- Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise
- Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass
- Identification of multitype branching processes
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