Convergence results for multivariate martingales

DOI10.1016/J.SPA.2004.10.004MaRDI QIDQ2485840zbMATH OpenOpenAlexFDO

Authors Irene Crimaldi, Luca Pratelli

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2004.10.004

zbMATH Keywords

Continuous-time multivariate martingalesStable convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)

Cites work

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(21)

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• Synchronization of reinforced stochastic processes with a network-based interaction
• High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
• Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation
• Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means
• Networks of reinforced stochastic processes: asymptotics for the empirical means
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Nonparametric inference for fractional diffusion
• Convergence results for multivariate martingales
• Statistical test for an urn model with random multidrawing and random addition
• scientific article; zbMATH DE number 3866300 (Why is no real title available?)
• Convergence of Disturbed Martingales and a Stochastic Model for Annuity Funds
• scientific article; zbMATH DE number 811332 (Why is no real title available?)
• Asymptotic normality of in- and out-degree counts in a preferential attachment model
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments
• Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
• Asymptotic normality of degree counts in a preferential attachment model
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations
• Parameters estimation of a threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
• Strang splitting for parametric inference in second-order stochastic differential equations
• Central limit theorems for interacting innovation processes, related statistical tools and general results

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