The following pages link to Martingale invariance principles (Q1257286):
Displaying 15 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
- G-stable convergence of semimartingales (Q1085872) (← links)
- On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process (Q1249915) (← links)
- ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS (Q3168870) (← links)
- MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
- A class of martingales with non-symmetric limit distributions (Q3897765) (← links)
- (Q3956157) (← links)
- On the functional central limit theorem for martingales, II (Q4187075) (← links)
- On the distribution of a double stochastic integral (Q4743518) (← links)
- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions (Q6120824) (← links)
- Efficiency in local differential privacy (Q6656614) (← links)
