Theorems Limit With Weight For The Vectorial Martingales To Continuous Time

preprint2006arXivOpen access

Abstract

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.

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