most citedAsymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable

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math.PR2005

A functional central limit theorem for a class of urn models

Gopal K Basak, Amites Dasgupta

We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are differen…

math.PR2005

Central limit theorems for a class of irreducible multicolor urn models

Gopal K. Basak, Amites Dasgupta

We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate li…