A Donsker-Type Theorem for Log-Likelihood Processes

Su, ZG; Wang, HC

Wang, HC (corresponding author), Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Peoples R China.

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (3): 1401

Abstract

Let (Omega, F, (F) t >= 0, P) be a complete stochastic basis, and X be a semimartingale with predictable compensator ( B, C,.). Consider a family o......

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