scientific article
From MaRDI portal
Publication:3902246
zbMath0454.60032MaRDI QIDQ3902246
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
functional central limit theoremcontinuous Gaussian martingaleweak convergence of finite dimensional distributionscompensating measure
Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)
Related Items
On a new method of the testing hypothesis of equality of two Bernoulli regression functions for group observations, Rate of convergence in the functional central limit theorem for semimartingales, On the square-integrable measure of the divergence of two nuclear estimations of the Bernoulli regression functions, Fluctuation limit for interacting diffusions with partial annihilations through membranes, A stochastic particle system: Fluctuations around a nonlinear reaction- diffusion equation, Functional limit theorems for U-statistics, Diffusion approximation and filtering for a queueing system with repeats, Unnamed Item, Functional central limit theorem for Brownian particles in domains with Robin boundary condition, The central limit theorem for certain functionals of random walks, Testing hypothesis on transition distributions of a Markov sequence, Inference for stochastic neuronal models, Optimal estimation for semimartingale neuronal models, Unnamed Item, Martingale estimates for the distribution of the deviation of density estimates, Inference for stochastic neuronal models, How to test that a given process is an Ornstein-Uhlenbeck process, Unnamed Item, On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales, Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments, Necessary and sufficient conditions for convergence of semimartingales and point processes. II
