On the central limit theorem for point process martingales

DOI10.1016/0167-7152(94)90027-2zbMath0808.60031OpenAlexW2059777437MaRDI QIDQ1332877

Björn Johansson

Publication date: 12 March 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90027-2

zbMATH Keywords

point processcentral limit theoremrandom time changestable convergencemixing convergencequadratic variation of square integrable martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

Related Items

Central limit theorems for martingales. I: Continuous limits

Cites Work

• Stable convergence of semimartingales
• Point processes and queues. Martingale dynamics
• On mixing and stability of limit theorems
• Weak convergence of randomly indexed sequences of random variables
• On the Asymptotic Distribution of the Sequences of Random Variables with Random Indices
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