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Some Exponential Martingales

Published online by Cambridge University Press:  11 February 2009

Abstract

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Solutions
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Hall, P. & Heyde, C.C. (1980) Martingale Limit Theory and Its Application. San Diego: Academic Press.Google Scholar
Hogg, R.V. & Craig, A.T. (1978) Introduction to Mathematical Statistics, 4th ed.New York: Macmillan.Google Scholar