The principle of large deviations for martingale additive functionals of recurrent Markov processes.
Théorèmes limites avec poids pour les martingales vectorielles
Théorèmes limites avec poids pour les martingales vectorielles
We give limit theorems specifying weak and strong rates of convergence associated to a quadratic extension of the martingale almost-sure central limit theorem. Some typical examples are discussed to illustrate how to make use of them in statistic.
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