Convergence results for multivariate martingales
We present a new version of the Central Limit Theorem for multivariate martingales.
Year of publication: |
2005
|
---|---|
Authors: | Crimaldi, Irene ; Pratelli, Luca |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 4, p. 571-577
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Publisher: |
Elsevier |
Subject: | Continuous-time multivariate martingales Stable convergence |
Saved in:
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