On functional central limit theorems for certain continuous time parameter stochastic processes

Weak invariance principles for certain continuous time parameter stochastic processes (including martingales and reverse martingales) are considered. Weak convergence in the sup-norm metric is also studied.

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Year of publication:	1980
Authors:	Sen, P. K. ; Tsong, Y.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 10.1980, 3, p. 371-378
Publisher:	Elsevier
Keywords:	continuous time-parameter functional central limit theorems invariance principles martingales reverse martingales sup-norm metric stochastic processes Wiener processes

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

Persistent link: https://www.econbiz.de/10005153038