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Some Exponential Martingales
Published online by Cambridge University Press: 11 February 2009
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- Copyright © Cambridge University Press 1995
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