A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
Journal für die reine und angewandte Mathematik, Tome 314 (1980), pp. 117-135
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Mots-clés :
invariance principle, martingale difference sequence, Robbins-Monro process, filtering theory
@article{JRAM_1980__314_152213,
author = {H. Walk},
title = {A functional central limit theorem for martingales in {C(K)} and its application to sequential estimates.},
journal = {Journal f\"ur die reine und angewandte Mathematik},
pages = {117--135},
publisher = {mathdoc},
volume = {314},
year = {1980},
zbl = {0419.60028},
url = {http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/}
}
TY - JOUR AU - H. Walk TI - A functional central limit theorem for martingales in C(K) and its application to sequential estimates. JO - Journal für die reine und angewandte Mathematik PY - 1980 SP - 117 EP - 135 VL - 314 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/ ID - JRAM_1980__314_152213 ER -
%0 Journal Article %A H. Walk %T A functional central limit theorem for martingales in C(K) and its application to sequential estimates. %J Journal für die reine und angewandte Mathematik %D 1980 %P 117-135 %V 314 %I mathdoc %U http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/ %F JRAM_1980__314_152213
H. Walk. A functional central limit theorem for martingales in C(K) and its application to sequential estimates.. Journal für die reine und angewandte Mathematik, Tome 314 (1980), pp. 117-135. http://geodesic.mathdoc.fr/item/JRAM_1980__314_152213/