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A characterization of k-parameter quasimartingales

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  • Tsoi, Allanus H.

Abstract

In this paper we derive characterizations of k-parameter quasimartingales and k-parameter martingales by employing techniques from Stricker.

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  • Tsoi, Allanus H., 1996. "A characterization of k-parameter quasimartingales," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 337-343, August.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:4:p:337-343
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    1. Brennan, Michael D., 1979. "Planar semi-martingales," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 465-486, December.
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      Keywords

      Quasimartingales characterization;

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