Strong approximation of semimartingales and statistical processes

Author:

Eberlein E.,Römersperger M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference10 articles.

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2. Coquet, F., Mémin, J. and Vostrikova, L.: Rate of convergence in the functional limit theorem for likelihood ratio processes. Math. Methods of Statistics3, 89–113 (1994)

3. Eberlein, E.: Strong approximation of continuous time stochastic processes. J. Multivariate Anal.31, 220–235 (1989)

4. Eberlein, E.: On modelling questions in security valuation. Math. Finance2, 17–32 (1992)

5. Greenwood, P.E. and Shiryaev, A.N.: Contiguity and the statistical invariance principle. New York: Gordon and Breach 1985

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Strong approximation of locally square-integrable martingales;Acta Mathematica Sinica, English Series;2011-09-30

2. Rates of convergence in the functional CLT for multidimensional continuous time martingales;Stochastic Processes and their Applications;2001-01

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