Accession Number:

ADA059382

Title:

On Functional Central Limit Theorems for Certain Continuous Time Parameter Stochastic Processes.

Descriptive Note:

Interim rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF BIOSTATISTICS

Personal Author(s):

Report Date:

1978-01-01

Pagination or Media Count:

19.0

Abstract:

Weak invariance principles for certain continuous time parameter stochastic processes are considered. In particular, the case of continuous time parameter martingale and reverse martingale sequences are treated elaborately and the weak convergence in sup-norm metric is also studied. Some illustrative examples are presented at the end. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE