Stochastic Limit Theory
Language: en
Pages: 808
Authors: James Davidson
Categories: Business & Economics
Type: BOOK - Published: 2022-01-27 - Publisher: Oxford University Press

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Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results a
Stochastic Limit Theory
Language: en
Pages: 562
Authors: James Davidson
Categories: Business & Economics
Type: BOOK - Published: 1994 - Publisher: Oxford University Press

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Provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. The book also
Stochastic Limit Theory
Language: en
Pages: 562
Authors:
Categories:
Type: BOOK - Published: 1994 - Publisher:

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Stochastic Limit Theory
Language: en
Pages: 562
Authors: James Davidson
Categories:
Type: BOOK - Published: 1994 - Publisher:

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Limit Theorems for Stochastic Processes
Language: en
Pages: 620
Authors: Jean Jacod
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas