Stable convergence of semimartingales
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Publication:762829
DOI10.1016/0304-4149(85)90044-4zbMATH Open0558.60022OpenAlexW1999552048MaRDI QIDQ762829FDOQ762829
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
Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Markov processes (60J99)
Cites Work
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- A Functional Central Limit Theorem for Semimartingales
- On mixing and stability of limit theorems
- Conditional exponential families and a representation theorem for asymptotic inference
- Martingale convergence to mixtures of infinitely divisible laws
- Some Simple Conditions for Limit Theorems to Be Mixing
- On tightness and stopping times
- Compensators and Cox convergence
- A note on convergence to mixtures of normal distributions
Cited In (19)
- Asymptotic mixed normality and hellinger processes
- Asymptotic theory of conditional inference for stochastic processes
- Absolute continuity of semimartingales
- Robust M-estimators in diffusion processes
- Fluctuation theorems for synchronization of interacting Pólya's urns
- On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
- Asymptotic behavior of M-estimator and related random field for diffusion process
- Recursive parameter estimation: asymptotic expansion
- A multivariate central limit theorem for continuous local martingales
- Stable convergence of multiple Wiener--Itô integrals
- Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing
- On the central limit theorem for point process martingales
- Asymptotic inference for multiplicative counting processes based on one realization
- Local asymptotic mixed normality for semimartingale experiments
- Joint estimation of offspring mean and offspring variance of controlled branching process
- Convergence results for multivariate martingales
- Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
- Recursive identification in continuous-time stochastic processes
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