A Limit Theorem for a Function of the Increments of a Decomposable Process

DOI10.2307/1993397zbMath0107.12302OpenAlexW4241725745MaRDI QIDQ3293722

Howard G. Tucker, Robert Cogburn

Publication date: 1961

Full work available at URL: https://doi.org/10.2307/1993397

zbMATH Keywords

probability theory

Related Items (11)

Path behavior of processes with stationary independent increments ⋮ Path behavior of processes with stationary independent increments ⋮ The quadratic variation of random processes ⋮ Variations of processes with stationary, independent increments ⋮ Limit Theorems for Variational Sums ⋮ Path properties of processes with independent and interchangeable increments ⋮ Two strong limit theorems for processes with independent increments ⋮ La variation d'ordre p des semi-martingales ⋮ Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments ⋮ Variational sums of infinitesimal systems ⋮ A conditional dichotomy theorem for stochastic processes with independent increments

Cites Work

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• Estimating the Parameters of a Differential Process

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