Some central limit theorems for \(\ell^\infty\)-valued semimartingales and their applications
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Publication:1368745
DOI10.1007/s004400050117zbMath0895.60025OpenAlexW2034121004MaRDI QIDQ1368745
Publication date: 8 September 1998
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050117
empirical processesstochastic integralcontinuous semimartingalescontinuous local martingaleinteger-valued random measurelog-likelihood ratio random fields
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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