Functional asymptotic behavior of some random multilinear forms

From simple and natural assumptions, we study the functional asymptotic behavior in law of some random multilinear forms in martingale differences.

Year of publication:	1997
Authors:	Cadre, Benoît
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 68.1997, 1, p. 49-64
Publisher:	Elsevier
Subject:	Random multilinear forms Iterated stochastic integrals Weak convergence Uniform tightness property \| p-variation of a martingale

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874360