Stopping times and tightness for multiparameter martingales

DOI10.1016/0167-7152(95)00103-4zbMath0854.60005OpenAlexW2031951750MaRDI QIDQ1916238

B. Gail Ivanoff

Publication date: 2 July 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00103-4

zbMATH Keywords

weak convergencetightnessstopping timesstrong martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)

Related Items (3)

Bridges and random truncations of random matrices ⋮ Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap ⋮ The proportional hazards regression model with staggered entries: a strong martingale ap\-proach

Cites Work

• Stopping times and tightness
• Stopping times and tightness. II
• The function space D([O, ∞)ρ, E)
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Unnamed Item
• Unnamed Item

This page was built for publication: Stopping times and tightness for multiparameter martingales