Podolskij, Mark; Vetter, Mathias - School of Economics and Management, University of Aarhus - 2009
stable convergence, which is crucial for our purpose. We show some laws of large numbers (for the continuous and the … aim is to explain the
main ideas of the theory to a broader audience. We introduce the concept of stable
convergence … observations, semimartingale,
stable convergence.
JEL Classi cation: C10, C13, C14.
1 Introduction
In the last decade there has …