scientific article; zbMATH DE number 3711099

zbMATH Open0454.60032MaRDI QIDQ3902246FDOQ3902246

Authors: Albert N. Shiryaev, R. Liptser 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

functional central limit theoremcontinuous Gaussian martingaleweak convergence of finite dimensional distributionscompensating measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48)

Cited In (21)

• Title not available (Why is that?)
• On the testing hypothesis of equality of two Bernoulli regression functions
• On a new method of the testing hypothesis of equality of two Bernoulli regression functions for group observations
• Diffusion approximation and filtering for a queueing system with repeats
• Testing hypothesis on transition distributions of a Markov sequence
• How to test that a given process is an Ornstein-Uhlenbeck process
• Title not available (Why is that?)
• On the square-integrable measure of the divergence of two nuclear estimations of the Bernoulli regression functions
• Martingale estimates for the distribution of the deviation of density estimates
• Fluctuation limit for interacting diffusions with partial annihilations through membranes
• The central limit theorem for certain functionals of random walks
• Functional central limit theorem for Brownian particles in domains with Robin boundary condition
• A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation
• Inference for stochastic neuronal models
• Inference for stochastic neuronal models
• Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments
• Necessary and sufficient conditions for convergence of semimartingales and point processes. II
• Optimal estimation for semimartingale neuronal models
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• Functional limit theorems for U-statistics
• Rate of convergence in the functional central limit theorem for semimartingales

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