A limit theorem for a function of the increments of a decomposable process
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- by Robert Cogburn and Howard G. Tucker
- Trans. Amer. Math. Soc. 99 (1961), 278-284
- DOI: https://doi.org/10.1090/S0002-9947-1961-0123353-0
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References
- M. Loève, Probability theory, New York, D. Van Nostrand, 1955.
- Michel Loève, A l’intérieur du problème central, Publ. Inst. Statist. Univ. Paris 6 (1957), 313–325 (French). MR 100911
- Herman Rubin and Howard G. Tucker, Estimating the parameters of a differential process, Ann. Math. Statist. 30 (1959), 641–658. MR 110174, DOI 10.1214/aoms/1177706195
Bibliographic Information
- © Copyright 1961 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 99 (1961), 278-284
- MSC: Primary 60.40
- DOI: https://doi.org/10.1090/S0002-9947-1961-0123353-0
- MathSciNet review: 0123353