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~institution:"Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät"
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Central limit theorem
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multivariate Gaussian diffusions
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stochastic delay equations
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weak law of large numbers
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
International Monetary Fund (IMF)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Cowles Foundation for Research in Economics, Yale University
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University of Bonn, Germany
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A note on limit theorems for multivariate martingales
Küchler, Uwe
;
Sørensen, Michael M.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Multivariate versions of the
law
of
large
numbers
and the central limit theorem for martingales are given in a …
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