Crimaldi, Irene and Pratelli, Luca Convergence results for multivariate martingales. Stochastic processes and their applications , 115 (4). pp. 571-577. ISSN 0304-4149 (2005)
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Official URL: http://dx.doi.org/10.1016/j.spa.2004.10.004
Abstract
We present a new version of the Central Limit Theorem for multivariate martingales.
| Item Type: | Article |
|---|---|
| Identification Number: | https://doi.org/10.1016/j.spa.2004.10.004 |
| Uncontrolled Keywords: | Continuous-time multivariate martingales; Stable convergence |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Irene Crimaldi |
| Date Deposited: | 31 Oct 2011 14:48 |
| Last Modified: | 03 Nov 2011 13:19 |
| URI: | http://eprints.imtlucca.it/id/eprint/986 |
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