Théorèmes limites avec poids pour les martingales vectorielles à temps continu

DOI10.1051/ps:2007049zbMath1189.60090arXivmath/0603492MaRDI QIDQ5190293

Ahmed Kebaier, Faouzi Chaabane

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603492

zbMATH Keywords

quadratic strong law; weighted central limit theorems; quasi-continuous vector martingales

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60F05: Central limit and other weak theorems

60G46: Martingales and classical analysis

Related Items

Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth, Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method

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