Convergence results for multivariate martingales

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

On Mixing and Stability of Limit Theorems

David Aldous, G. K. Eagleson · The Annals of Probability · 1978 · 345 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +12

Quasi-likelihood estimation for semimartingales

James E. Hutton, Paul I. Nelson · Stochastic Processes and their Applications · 1986 · 70 citations

Engineering, Finance, Financial Economics +11

Stable convergence of semimartingales

Paul D. Feigin · Stochastic Processes and their Applications · 1985 · 50 citations

Engineering, Finance, Mathematics +12

Statistical inference in stochastic processes

Jordan Stoyanov · Stochastics and stochastics reports · 1992 · 43 citations

Natural Sciences, Mathematics, Probability Theory +12