Weak convergence of some classes of martingales with jumps.

DOI10.1214/aop/1019160257zbMath1128.60305MaRDI QIDQ1872520

Yoichi Nishiyama

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1019160257

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F20: Zero-one laws

60F17: Functional limit theorems; invariance principles

Related Items

Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments, Weak convergence of non-stationary multivariate marked processes with applications to martingale testing, On the paper ``Weak convergence of some classes of martingales with jumps

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