Weak convergence of some classes of martingales with jumps.
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Publication:1872520
DOI10.1214/aop/1019160257zbMath1128.60305OpenAlexW2019362732MaRDI QIDQ1872520
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1019160257
Central limit and other weak theorems (60F05) Zero-one laws (60F20) Functional limit theorems; invariance principles (60F17)
Related Items (13)
Nonparametric tests for conditional symmetry in dynamic models ⋮ On the paper ``Weak convergence of some classes of martingales with jumps ⋮ Empirical process theory for nonsmooth functions under functional dependence ⋮ New goodness-of-fit diagnostics for conditional discrete response models ⋮ Some problems in nonparametric inference for the stress release process related to the local time ⋮ Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments ⋮ Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes ⋮ Weak convergence of non-stationary multivariate marked processes with applications to martingale testing ⋮ Specification tests of parametric dynamic conditional quantiles ⋮ Goodness-of-fit test for a nonlinear time series ⋮ Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series ⋮ A Donsker-type theorem for log-likelihood processes ⋮ LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY
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