A multivariate central limit theorem for continuous local martingales

DOI10.1016/S0167-7152(00)00108-5zbMath1004.60020WikidataQ126777908 ScholiaQ126777908MaRDI QIDQ1591160

Harry van Zanten

Publication date: 6 February 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stable convergencemultivariate central limit theoremscontinuous martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

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Cites Work

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• Stable convergence of semimartingales
• On mixing and stability of limit theorems
• A note on limit theorems for multivariate martingales
• Exponential families of stochastic processes