Stable convergence of semimartingales
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference11 articles.
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2. Compensators and Cox convergence;Brown;Math. Proc. Camb. Phil. Soc.,1981
3. Martingale convergence to mixtures of infinitely divisible laws;Eagleson;Ann. Probab.,1975
4. Some simple conditions for limit theorems to be mixing;Eagleson;Theor. Probab. Appl.,1976
5. Conditional exponential families and a representation theorem for asymptotic inference;Feigin;Ann. Statist.,1981
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