On the Rate of Convergence in the Central Limit Theorem for Semimartingales
From MaRDI portal
Publication:3965332
DOI10.1137/1127001zbMath0499.60040OpenAlexW1982751905MaRDI QIDQ3965332
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 1982
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1127001
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Large deviations (60F10)
Related Items (3)
On moderate deviations for martingales ⋮ Strong approximations of semimartingales by processes with independent increments ⋮ The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process
This page was built for publication: On the Rate of Convergence in the Central Limit Theorem for Semimartingales
