On functional central limit theorems for certain continuous time parameter stochastic processes

DOI10.1016/0047-259X(80)90057-3zbMath0456.60028MaRDI QIDQ1150941

Pranab Kumar Sen, Y. Tsong

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

functional central limit theoremsinvariance principlesreverse martingalessup-norm metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Central limit theorem for weighted martingales with applications

Cites Work

• Unnamed Item
• An extended martingale invariance principle
• Dependent central limit theorems and invariance principles
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes

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