Convergence results for multivariate martingales

DOI10.1016/J.SPA.2004.10.004zbMATH Open1070.60040OpenAlexW2016377851MaRDI QIDQ2485840FDOQ2485840

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

Stable convergenceContinuous-time multivariate martingales

Mathematics Subject Classification ID

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

Cites Work

• A note on limit theorems for multivariate martingales
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• On mixing and stability of limit theorems
• Quasi-likelihood estimation for semimartingales
• Exponential families of stochastic processes
• Title not available (Why is that?)
• Stable convergence of semimartingales
• A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
• Convergence results for conditional expectations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence results for multivariate martingales

Cited In (18)

• Convergence of Disturbed Martingales and a Stochastic Model for Annuity Funds
• Asymptotic normality of in- and out-degree counts in a preferential attachment model
• 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
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations
• Title not available (Why is that?)
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
• Central limit theorem and large deviation principle for continuous time open quantum walks
• Nonparametric inference for fractional diffusion
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process
• Title not available (Why is that?)
• Convergence results for multivariate martingales
• Synchronization of reinforced stochastic processes with a network-based interaction
• Statistical test for an urn model with random multidrawing and random addition
• Asymptotic normality of degree counts in a preferential attachment model
• Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration

This page was built for publication: Convergence results for multivariate martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485840)