On the paper ``Weak convergence of some classes of martingales with jumps

DOI10.1214/009117906000000755zbMath1130.60028arXiv0707.4536OpenAlexW2063293805MaRDI QIDQ2370101

Yoichi Nishiyama

Publication date: 22 June 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.4536

Mathematics Subject Classification ID

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

Related Items (3)

Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments ⋮ Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series ⋮ LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY

Cites Work

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• Some central limit theorems for \(\ell^\infty\)-valued semimartingales and their applications
• Weak convergence of some classes of martingales with jumps.
• Weak convergence and empirical processes. With applications to statistics

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