Stable convergence of semimartingales
From MaRDI portal
Publication:762829
DOI10.1016/0304-4149(85)90044-4zbMath0558.60022MaRDI QIDQ762829
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90044-4
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
60J99: Markov processes
Related Items
Asymptotic mixed normality and hellinger processes, Asymptotic behavior of M-estimator and related random field for diffusion process, Asymptotic inference for multiplicative counting processes based on one realization, Stable convergence of multiple Wiener--Itô integrals, Asymptotic theory of conditional inference for stochastic processes, Robust M-estimators in diffusion processes, On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables, Local asymptotic mixed normality for semimartingale experiments, Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing, Recursive identification in continuous-time stochastic processes, On the central limit theorem for point process martingales, A multivariate central limit theorem for continuous local martingales, Convergence results for multivariate martingales
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Conditional exponential families and a representation theorem for asymptotic inference
- On tightness and stopping times
- Martingale convergence to mixtures of infinitely divisible laws
- On mixing and stability of limit theorems
- A Functional Central Limit Theorem for Semimartingales
- Compensators and Cox convergence
- A note on convergence to mixtures of normal distributions
- Some Simple Conditions for Limit Theorems to Be Mixing