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 … ; martingales ; treatment effects ; hot-deck imputation …

samples drawn for an ergodic and stationary martingale sequence. In a first step, we take advantage of some recent results on … field of possible applications of this method. -- Hadamard differential ; M estimator ; von Mises Calculus ; martingale …

We provide a set of probabilistic laws for range-based estimation of integrated variance of a continuous semi-martingale …