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Convergence results for strict C ‐sequences
Author(s) -
Bouzar Nadjib
Publication year - 1991
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315799
Subject(s) - generalization , mathematics , martingale (probability theory) , convergence (economics) , sequence (biology) , quadratic equation , quadratic variation , mathematical analysis , statistics , economics , geometry , economic growth , biology , genetics , brownian motion
We examine properties of strict C ‐sequences. These sequences are a generalization both of eventual martingales and of quasimartingales. Several global and local convergence results are proved. The transform and the quadratic variation of a strict C ‐sequence are also studied. A comparison with various martingale generalizations is established.
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