An extended martingale invariance principle

DOI10.1214/aop/1176995619zbMath0379.60046OpenAlexW2010977191MaRDI QIDQ1247111

Donald L. McLeish

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995619

Mathematics Subject Classification ID

Stochastic processes (60G99) Convergence of probability measures (60B10)

Related Items (13)

Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) ⋮ Poisson convergence for set-indexed empirical processes ⋮ Asymptotic mixed normality and hellinger processes ⋮ Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion ⋮ On functional central limit theorems for certain continuous time parameter stochastic processes ⋮ On the weak convergence of likelihood ratio processes of general statistical parametric models ⋮ An extension of a theorem of K. Yamada to equations ``with memory ⋮ Unnamed Item ⋮ A functional central limit theorem for Hilbert-valued martingales ⋮ On the functional central limit theorem for martingales, II ⋮ Poisson convergence in two dimensions with application to row and column exchangeable arrays ⋮ On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales ⋮ Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments

This page was built for publication: An extended martingale invariance principle