Convergence results for multivariate martingales

DOI10.1016/J.SPA.2004.10.004zbMath1070.60040OpenAlexW2016377851MaRDI QIDQ2485840

Irene Crimaldi, Luca Pratelli

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.10.004

zbMATH Keywords

Stable convergenceContinuous-time multivariate martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)

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Cites Work

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• Stable convergence of semimartingales
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• Exponential families of stochastic processes
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Quasi-likelihood estimation for semimartingales
• Convergence results for multivariate martingales
• Convergence results for conditional expectations
• A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes

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