Invariance principles for stochastic area and related stochastic integrals
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Publication:1056458
DOI10.1016/0304-4149(84)90176-5zbMath0523.60014OpenAlexW2052979958MaRDI QIDQ1056458
Michael J. Wichura, Svante Janson
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90176-5
Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
Related Items (13)
On the product system of a completely positive semigroup ⋮ U-Statistics in Sequential Tests and Change Detection ⋮ \(L_ p\)-approximations of weighted partial sum processes ⋮ Invariance principle for integral type functionals of square-integrable martingales ⋮ Change point tests based on U-statistics with applications in reliability ⋮ Invariance principles for changepoint problems ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests ⋮ \(U\)-statistics for change under alternatives ⋮ A functional LIL for stochastic integrals and the Lévy area process ⋮ Asymptotics of Studentized \(U\)-type processes for changepoint problems ⋮ Tests for changes under random censorship ⋮ The asymptotic distributions of generalized U-statistics with applications to random graphs
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