FUNCTIONAL CENTRAL LIMIT THEOREMS FOR PROCESSES WITH POSITIVE DRIFT AND THEIR INVERSES

被引:104
|
作者
VERVAAT, W
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1972年 / 23卷 / 04期
关键词
D O I
10.1007/BF00532510
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:245 / &
相关论文
共 50 条
  • [21] Functional Limit Theorems for Compound Renewal Processes
    A. A. Borovkov
    Siberian Mathematical Journal, 2019, 60 : 27 - 40
  • [22] FUNCTIONAL LIMIT THEOREMS FOR COMPOUND RENEWAL PROCESSES
    Borovkov, A. A.
    SIBERIAN MATHEMATICAL JOURNAL, 2019, 60 (01) : 27 - 40
  • [23] Functional central limit theorems for rough volatility
    Horvath, Blanka
    Jacquier, Antoine
    Muguruza, Aitor
    Sojmark, Andreas
    FINANCE AND STOCHASTICS, 2024, 28 (03) : 615 - 661
  • [24] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR WIGNER MATRICES
    Cipolloni, Giorgio
    Erdos, Laszlo
    Schroder, Dominik
    ANNALS OF APPLIED PROBABILITY, 2023, 33 (01): : 447 - 489
  • [25] Functional Central Limit Theorems for Supercritical Superprocesses
    Ren, Yan-Xia
    Song, Renming
    Zhang, Rui
    ACTA APPLICANDAE MATHEMATICAE, 2017, 147 (01) : 137 - 175
  • [26] RADONIFYING MAPPINGS AND FUNCTIONAL CENTRAL LIMIT THEOREMS
    GARLING, DJH
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1973, 26 (04): : 297 - 308
  • [27] Functional Central Limit Theorems for Supercritical Superprocesses
    Yan-Xia Ren
    Renming Song
    Rui Zhang
    Acta Applicandae Mathematicae, 2017, 147 : 137 - 175
  • [28] Functional central limit theorems for multivariate linear processes generated by dependent random vectors
    Ko, Mi-Hwa
    COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY, 2006, 21 (04): : 779 - 786
  • [29] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR SELF-NORMALIZED PARTIAL SUMS OF LINEAR PROCESSES
    Rackauskas, Alfredas
    Suquet, Charles
    LITHUANIAN MATHEMATICAL JOURNAL, 2011, 51 (02) : 251 - 259
  • [30] Functional central limit theorems for self-normalized partial sums of linear processes
    Račkauskas A.
    Suquet C.
    Lithuanian Mathematical Journal, 2011, 51 (2) : 251 - 259