Strong approximation of semimartingales and statistical processes

DOI10.1007/BF01198166zbMath0840.62021OpenAlexW2062878090MaRDI QIDQ1912578

Ernst Eberlein, M. Römersperger

Publication date: 13 May 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198166

zbMATH Keywords

uniform metricProkhorov metricconvergence of likelihood ratio processes to a Gaussian limitpathwise almost sure approximations

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Rates of convergence in the functional CLT for multidimensional continuous time martingales. ⋮ Strong approximation of locally square-integrable martingales

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong approximation of continuous time stochastic processes
• Rate of convergence in the functional limit theorem for likelihood ratio processes
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• On the weak convergence of likelihood ratio processes of general statistical parametric models
• On the Rate of Convergence for the Invariance Principle
• On Modeling Questions In Security Valuation

This page was built for publication: Strong approximation of semimartingales and statistical processes