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Approximation of the basic martingale : the counting process approach

Koning, Alex J. - 1991

Persistent link: https://www.econbiz.de/10000842070

Martingale densities for general asset prices

Schweizer, Martin - 1991

Persistent link: https://www.econbiz.de/10000825147

A central limit theorem for local martingales with applications to the analysis of longitudinal data

Murphy, Susan - 1994

Persistent link: https://www.econbiz.de/10000151652

Optimal inference in dynamic models with conditional moment restrictions

Christensen, Bent Jesper (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003774664

A martingale representation for matching estimators

Abadie, Alberto; Imbens, Guido - 2009

been derived only for particular cases (Abadie and Imbens, 2006). This article establishes a martingale representation for … matching estimators. This representation allows the use of martingale limit theorems to derive the asymptotic distribution of …