MARTINGALE INVARIANCE PRINCIPLES

被引：25

作者：

HALL, P ^{[1
]}

机构：

[1] MATH INST,OXFORD OX1 3LB,ENGLAND

来源：

关键词：

D O I：

10.1214/aop/1176995657

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

页码：875 / 887

页数：13

共 10 条

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FREEDMAN, D .

[3]

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[4] MARTINGALE CENTRAL LIMIT THEOREMS [J].

BROWN, BM .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :59-&

CHATTERJI, SD .

[6] INVARIANCE PRINCIPLE FOR MARTINGALES [J].

DROGIN, R .

ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02) :602-&

[7] MARTINGALE CONVERGENCE TO MIXTURES OF INFINITELY DIVISIBLE LAWS [J].

EAGLESON, GK .

[8] TAIL PROBABILITIES FOR MARTINGALES [J].

FREEDMAN, DA .

[9]

Parthasarathy K.R., 1967, PROBABILITY MEASURES

[10]

Scott D.J., 1973, ADV APPL PROBAB, V5, P119