Functional asymptotic behavior of some random multilinear forms

被引:1
|
作者
Cadre, B
机构
[1] IRMAR, Université de Rennes I, Campus de Beaulieu
关键词
random multilinear forms; iterated stochastic integrals; weak convergence; uniform tightness property; p-variation of a martingale;
D O I
10.1016/S0304-4149(97)00017-3
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
From simple and natural assumptions, we study the functional asymptotic behavior in law of some random multilinear forms in martingale differences.
引用
收藏
页码:49 / 64
页数:16
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