On functional central limit theorems for certain continuous time parameter stochastic processes

P. K. Sen and Y. Tsong

Journal of Multivariate Analysis, 1980, vol. 10, issue 3, 371-378

Abstract: Weak invariance principles for certain continuous time parameter stochastic processes (including martingales and reverse martingales) are considered. Weak convergence in the sup-norm metric is also studied.

Keywords: continuous; time-parameter; functional; central; limit; theorems; invariance; principles; martingales; reverse; martingales; sup-norm; metric; stochastic; processes; Wiener; processes (search for similar items in EconPapers)
Date: 1980
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(80)90057-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:10:y:1980:i:3:p:371-378

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().