Invariance principles with logarithmic averaging for continuous local martingales

DOI10.1016/S0167-7152(02)00207-9zbMath1014.60036MaRDI QIDQ1871273

Faouzi Chaabane

Publication date: 7 May 2003

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

zbMATH Keywords

law of the iterated logarithmmartingalequadratic strong lawalmost-sure central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth ⋮ Large Deviations via Almost Sure CLT for Functionals of Markov Processes ⋮ Théorèmes limites avec poids pour les martingales vectorielles à temps continu ⋮ Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method

Cites Work

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• Théorèmes limites avec poids pour les martingales vectorielles
• INVARIANCE PRINCIPLES WITH LOGARITHMIC AVERAGING FOR MARTINGALES
• An almost everywhere central limit theorem
• Généralisation du théorème de la limite centrale presque-sûr pour les martingales vectorielles

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