scientific article; zbMATH DE number 2187771

MaRDI QIDQ5460971zbMATH OpenFDO

Authors M. A. Lifshits

Publication date 20 July 2005

Full work available at URL https://eudml.org/doc/226364

zbMATH Keywords

diffusion processrandom walkweak invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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