A characterization of k-parameter quasimartingales

Allanus H. Tsoi

Statistics & Probability Letters, 1996, vol. 28, issue 4, 337-343

Abstract: In this paper we derive characterizations of k-parameter quasimartingales and k-parameter martingales by employing techniques from Stricker.

Keywords: Quasimartingales; characterization (search for similar items in EconPapers)
Date: 1996
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