On the central limit theorem for point process martingales
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Publication:1332877
DOI10.1016/0167-7152(94)90027-2zbMath0808.60031MaRDI QIDQ1332877
Publication date: 12 March 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90027-2
point process; central limit theorem; random time change; stable convergence; mixing convergence; quadratic variation of square integrable martingales
Cites Work
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- Stable convergence of semimartingales
- Point processes and queues. Martingale dynamics
- On mixing and stability of limit theorems
- Weak convergence of randomly indexed sequences of random variables
- On the Asymptotic Distribution of the Sequences of Random Variables with Random Indices