A multivariate central limit theorem for continuous local martingales

J.H. Zanten, van

doi:10.1016/S0167-7152(00)00108-5

A multivariate central limit theorem for continuous local martingales

J.H. Zanten, van

Research output: Contribution to journal › Article › Academic › peer-review

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Abstract

A theorem on the weak convergence of a properly normalized multivariate continuous local martingale is proved. The time-change theorem used for this purpose allows for short and transparent arguments.

Original language	English
Pages (from-to)	229-235
Journal	Statistics and Probability Letters
Volume	50
Issue number	3
DOIs	https://doi.org/10.1016/S0167-7152(00)00108-5
Publication status	Published - 2000

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VL - 50

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EP - 235

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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ER -

A multivariate central limit theorem for continuous local martingales

Abstract

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