Stopping times and tightness for multiparameter martingales

Statistics and Probability Letters

Volumn 28, Issue 2, 1996, Pages 111-114

  Ivanoff, B Gail ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Stopping time; Strong martingale; Tightness; Weak convergence

Indexed keywords

EID: 0030585566     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00103-4     Document Type: Article

References (7)

1. Aldous, D.J. (1978), Stopping times and tightness, Ann. Probab. 6, 335-340.
2. Aldous, D.J. (1989), Stopping times and tightness, II, Ann. Probab. 17, 586-595.
3. Bickel, P.J. and M.J. Wichura (1971), Convergence criteria for multiparameter stochastic processes and some applications, Ann. Math. Statist. 42, 1656-1670.
4. q, E, Canad. J. Statist. 8, 179-191.
5. Ivanoff, B.G. (1983), Stopping times and tightness in two dimensions, Tech. Report Series of the Lab. for Research in Statst., and Prob. #1, 46-65.
6. Mishura, Yu. S. (1987), Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales, Theory Probab. Math. Statist. 34, 117-125.
7. Morkvenas, R. (1987), Convergence of two-parameter stochastic processes, Lit. Mat. Sb. (Lietuvos Matematikos Rinkinys) 27, 724-730.