Recommendations
- G-stable convergence of semimartingales
- Publication:3482640
- Necessary Conditions for Stable Convergence\\ of Semimartingales
- Nikolai Ivanovich Lobachevskii (on the bicentenary of his birth)
- scientific article; zbMATH DE number 4052701
- On the convergence of some semimartingales
- scientific article; zbMATH DE number 4213143
- scientific article; zbMATH DE number 3913366
- Weak convergence of semimartingales
Cites work
- scientific article; zbMATH DE number 3718270 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3776572 (Why is no real title available?)
- A Functional Central Limit Theorem for Semimartingales
- A note on convergence to mixtures of normal distributions
- Compensators and Cox convergence
- Conditional exponential families and a representation theorem for asymptotic inference
- Martingale convergence to mixtures of infinitely divisible laws
- On mixing and stability of limit theorems
- On tightness and stopping times
- Some Simple Conditions for Limit Theorems to Be Mixing
Cited in
(20)- Stable convergence of multiple Wiener--Itô integrals
- On the functional estimation of multivariate diffusion processes
- Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
- On the central limit theorem for point process martingales
- Asymptotic behavior of M-estimator and related random field for diffusion process
- Necessary Conditions for Stable Convergence\\ of Semimartingales
- Asymptotic inference for multiplicative counting processes based on one realization
- Absolute continuity of semimartingales
- On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
- Convergence results for multivariate martingales
- Fluctuation theorems for synchronization of interacting Pólya's urns
- Asymptotic mixed normality and hellinger processes
- A multivariate central limit theorem for continuous local martingales
- Robust M-estimators in diffusion processes
- Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
- Recursive identification in continuous-time stochastic processes
- Local asymptotic mixed normality for semimartingale experiments
- Joint estimation of offspring mean and offspring variance of controlled branching process
- Asymptotic theory of conditional inference for stochastic processes
- Recursive parameter estimation: asymptotic expansion
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