A FUNCTIONAL CENTRAL LIMIT-THEOREM FOR SEMIMARTINGALES

被引：66

作者：

LIPTSER, RS

SHIRYAYEV, AN

机构：

来源：

关键词：

D O I：

10.1137/1125084

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：667 / 688

页数：22

共 32 条

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[4] MARTINGALE CONVERGENCE TO INFINITELY DIVISIBLE LAWS WITH FINITE VARIANCES
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EAGLESON, GK
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 162 (NDEC) : 449 - &
[5] MARTINGALE CENTRAL LIMIT THEOREMS
BROWN, BM
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[6] DELLACHERIE C, 1980, 1978 P INT C MATH HE, V2, P733
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[8] FUNCTIONAL LIMIT-THEOREMS FOR DEPENDENT VARIABLES
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[J]. ANNALS OF PROBABILITY, 1978, 6 (05) : 829 - 846
[9] DVORETSKY A, 1972, 6TH P BERK S MATH ST, V2, P513
[10] REMARKS ON THE FUNCTIONAL CENTRAL LIMIT-THEOREM FOR MARTINGALES
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HAUSLER, E
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 50 (03): : 237 - 243