Theorems Limit With Weight For The Vectorial Martingales To Continuous Time
Probability
2014-08-06 v1
Abstract
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this result we study the problem of estimate the variance of a process with stationary and idependent increments in statistics.
Cite
@article{arxiv.math/0603492,
title = {Theorems Limit With Weight For The Vectorial Martingales To Continuous Time},
author = {Faouzi Chaabane and Ahmed Kebaier},
journal= {arXiv preprint arXiv:math/0603492},
year = {2014}
}
Comments
31 pages