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arXiv:math/0603492 [math.PR]AbstractReferencesReviewsResources

Theorems Limit With Weight For The Vectorial Martingales To Continuous Time

Faouzi Chaabane, Ahmed Kebaier

Published 2006-03-21Version 1

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this result we study the problem of estimate the variance of a process with stationary and idependent increments in statistics.

Comments: 31 pages
Categories: math.PR
Subjects: 60G44, 60F05
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