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Theorems Limit With Weight For The Vectorial Martingales To Continuous Time

Faouzi Chaabane·Ahmed Kebaier
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Abstract

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this result we study the problem of estimate the variance of a process with stationary and idependent increments in statistics.

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Faouzi Chaabane, Ahmed Kebaier. 2006-03-21. Theorems Limit With Weight For The Vectorial Martingales To Continuous Time. https://doi.org/10.1051/ps:2007049

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