Weighted Limit Theorems for Continuous-Time Vector Martingales with Explosive and Mixed Growth

DOI10.1080/07362994.2012.649620zbMath1411.60064OpenAlexW2085720603MaRDI QIDQ5388158

Ahmed Kebaier, Hamdi Fathallah

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1080/07362994.2012.649620

zbMATH Keywords

asymptotic properties of estimatorsalmost-sure central limit theorembivariate Ornstein-Uhlenbeck modelexplosive normalizationmixed normalizationquadratic stronglawquasi-left continuous martingales

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Martingales and classical analysis (60G46)

Related Items (1)

Asymptotic Properties of the LS-estimator of a Gaussian Autoregressive Process by an Averaging Method

Cites Work

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• Laws of large numbers for semimartingales with applications to stochastic regression
• Invariance principles with logarithmic averaging for continuous local martingales
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application
• An almost everywhere central limit theorem
• Généralisation du théorème de la limite centrale presque-sûr pour les martingales vectorielles
• Théorèmes limites avec poids pour les martingales vectorielles à temps continu

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