Convergence of random step lines to Ornstein-Uhlenbeck-type processes
From MaRDI portal
Publication:1286603
DOI10.1007/BF02432358zbMath0928.60012MaRDI QIDQ1286603
Aleksey N. Chuprunov, István Fazekas
Publication date: 2 May 1999
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
Related Items
Unnamed Item, Convergence of insurance payout stochastic processes to generalized Poisson process, Limit theorems for random processes with random time substitution, Convergence of random step lines to Ornstein-Uhlenbeck-type processes
Cites Work
- Linear stochastic systems with constant coefficients. A statistical approach
- Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
- Convergence of random step lines to Ornstein-Uhlenbeck-type processes
- Central limit theorems for local martingales
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item