Strong approximation of semimartingales and statistical processes

Probability Theory and Related Fields

Volumn 104, Issue 4, 1996, Pages 539-567

  Eberlein, E ^a   Romersperger M ^a,b  

^a UNIVERSITY OF FREIBURG   (Germany)

^b Sladtstrasse 46   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041622309     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01198166     Document Type: Article

References (10)

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2. Coquet, F., Mémin, J. and Vostrikova, L.: Rate of convergence in the functional limit theorem for likelihood ratio processes. Math. Methods of Statistics 3, 89-113 (1994)
3. Eberlein, E.: Strong approximation of continuous time stochastic processes. J. Multivariate Anal. 31, 220-235 (1989)
4. Eberlein, E.: On modelling questions in security valuation. Math. Finance 2, 17-32 (1992)
5. Greenwood, P.E. and Shiryaev, A.N.: Contiguity and the statistical invariance principle. New York: Gordon and Breach 1985
6. Haeusler, E.: An exact rate of convergence in the functional central limit theorem for special martingale difference arrays. Z. Wahrscheinlichkeitstheor. Verw. Geb. 65, 523-534 (1984)
7. Jacod, J. and Shiryaev, A.N.: Limit theorems for stochastic processes. Berlin Heidelberg New York: Springer Verlag 1987
8. Rebolledo, R.: La méthode des martingales appliquée à l'étude de la convergence en loi de processus. Mem. Soc. Math. Fr. 62 (1979)
9. Römersperger, M.: Starke Approximationen für Semimartingale und stochastische Prozesse in der Statistik, Dissertation, Universität Freiburg 1993
10. Vostrikova, L.: On the weak convergence of likelihood ratio processes of general statistical parametric models. Stochastics 23, 277-298 (1988)