Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.
Bercu, Bernard, De Saporta, Benoîte, Gégout-Petit, Anne (2009)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Autoregressive type martingale fields.”
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.
On conditions for SLLN for martingales with identically distributed increments.
Sakhanenko, A.I. (2007)
Sibirskie Ehlektronnye Matematicheskie Izvestiya [electronic only]
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Characterization of a regular family of semimartingales by line integrals.
Chitashvili, R., Mania, M. (1996)
Georgian Mathematical Journal
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Bounded plateau and Weierstrass martingales with infinite variation in each direction.
Müller, P. F. X. (1999)
Acta Mathematica Universitatis Comenianae. New Series
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A unified characterization of -optimal and minimal entropy martingale measures by semimartingale backward equations.
Mania, M., Tevzadze, R. (2003)
Georgian Mathematical Journal
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On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with -orthogonal summands.
Rosalsky, Andrew, Volodin, Andrei I. (2001)
Georgian Mathematical Journal
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Convergence to zero and boundedness of operator-normed sums of random vectors with application to autoregression processes.
Buldygin, V.V., Koval, V.A. (2001)
Georgian Mathematical Journal
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A penalized bandit algorithm.
Lamberton, Damien, Pagès, Gilles (2008)
Electronic Journal of Probability [electronic only]
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An extension of an inequality due to Stein and Lepingle
Ferenc Weisz (1996)
Colloquium Mathematicae
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Hardy spaces consisting of adapted function sequences and generated by the q-variation and by the conditional q-variation are considered. Their dual spaces are characterized and an inequality due to Stein and Lepingle is extended.
On convergence of series of random elements via maximal moment relations with applications to martingale convergence and to convergence of series with -orthogonal summands. Correction.
Rosalsky, Andrew, Volodin, Andrei I. (2003)
Georgian Mathematical Journal
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Good -subspaces of , .
Alspach, Dale E. (2009)
Banach Journal of Mathematical Analysis [electronic only]
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Littlewood-Paley theory on solenoids
Nakhlé Asmar, Stephen Montgomery-Smith (1993)
Colloquium Mathematicae
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