A note on limit theorems for multivariate martingales
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Publication:1301752
DOI10.2307/3318713zbMATH Open0943.60016OpenAlexW1966060936MaRDI QIDQ1301752FDOQ1301752
Authors: 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
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- Martingale limit theorems of divisible statistics in a multinomial scheme with mixed frequencies
- Jump filtering and efficient drift estimation for Lévy-driven SDEs
- A multivariate central limit theorem for continuous local martingales
- Remark on semigroup techniques and the maximum likelihood estimation.
- On large deviations in testing Ornstein-Uhlenbeck-type models
- Asymptotic inference for jump diffusions with state-dependent intensity
- Nonparametric inference for fractional diffusion
- Bartlett type identities for martingales
- On nodes of small degrees and degree profile in preferential dynamic attachment circuits
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
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- Asymptotic normality of degree counts in a preferential attachment model
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