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)

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