Pages that link to "Item:Q1222911"

The following pages link to Martingale convergence to mixtures of infinitely divisible laws (Q1222911):

Displaying 18 items.

• Estimation of the instantaneous volatility (Q411549) (← links)
• Stable convergence of semimartingales (Q762829) (← links)
• An invariance principle for maps with polynomial decay of correlations (Q818603) (← links)
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
• Asymptotic normality for two-stage sampling from a finite population (Q1113228) (← links)
• On the principle of conditioning and convergence to mixtures of distributions for sums of dependent random variables (Q1176545) (← links)
• Approximating martingales and the central limit theorem for strictly stationary processes (Q1208930) (← links)
• Convergence of approximate martingale arrays to mixtures of infinitely divisible distributions in locally compact Abelian groups (Q1209211) (← links)
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
• Conditional convergence to infinitely divisible distributions with finite variance (Q2485849) (← links)
• Stable convergence of square integrable martingale array (Q3210634) (← links)
• Mixtures of infinitely divisible distributions as limit laws for sums of dependent random variables (Q3862156) (← links)
• A class of martingales with non-symmetric limit distributions (Q3897765) (← links)
• On rates of convergence to infinitely divisible laws for dependent random variables (Q3914141) (← links)
• Compensators and Cox convergence (Q3928746) (← links)
• A note on convergence to mixtures of normal distributions (Q4104650) (← links)
• Limit theorems for weakly exchangeable arrays (Q4169468) (← links)
• JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS (Q5051520) (← links)