On Functional Central Limit Theorems for Certain Continuous Time Parameter Stochastic Processes.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF BIOSTATISTICS
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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
- Statistics and Probability