On Convergence to Stochastic Integrals

被引：0

作者：

Zhengyan Lin

Hanchao Wang

机构：

[1] Zhejiang University,Department of Mathematics

来源：

Journal of Theoretical Probability | 2016年 / 29卷

关键词：

Weak convergence; Stochastic integral; Causal process; 60F17; 60H05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integrals now plays a major role in modern statistics theory. In this paper, we obtain the weak convergence of various general functionals of partial sums of causal process by means of the method which was introduced in Jacod and Shiryaev (Limit theorems for stochastic processes. Springer, Berlin, 2003).

引用

页码：717 / 736

页数：19

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