Martingale Limit Theory and its Application

1980/01/01 · 8 citations
Decision Sciences · Mathematics · #Applied mathematics #Econometrics #Limit (mathematics) #Martingale (probability theory) #Mathematical analysis #Mathematical economics #Mathematics #Probabilistic and Robust Engineering Design

paper · doi:10.1016/c2013-0-10818-5

crossref issued 1980/01/01 · crossref published 1980/01/01 · crossref published-print 1980/01/01 · openalex publication_date 1980/01/01 · openalex created_date 2016/06/24 · crossref created 2016/08/02 · crossref deposited 2018/09/09 · openalex updated_date 2026/07/25 · crossref indexed 2026/07/30

Cited by

• Probability
• A Robbins–Monro procedure for estimation in semiparametric regression models
• Deviation of ergodic averages for substitution dynamical systems with eigenvalues of modulus 1
• Asymptotics for duration-driven long range dependent processes
• Asymptotics for stationary very nearly unit root processes
• Lazy open quantum walks
• A strong invariance principle for the elephant random walk
• Doob's martingale inequality [wikipedia]