Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. 2nd ed. (English) Zbl 1018.60002 Grundlehren der Mathematischen Wissenschaften. 288. Berlin: Springer. xx, 661 p. (2003). Reviewer: Markus Reiß (Berlin) MSC: 60-02 60Fxx 60Jxx 60Gxx PDFBibTeX XMLCite \textit{J. Jacod} and \textit{A. N. Shiryaev}, Limit theorems for stochastic processes. 2nd ed. Berlin: Springer (2003; Zbl 1018.60002)
Jacod, J.; Shiryaev, A. N. Limit theorems for stochastic processes. Vol. 1-2. (Predel’nye teoremy dlya sluchajnykh protsessov. Tom 1-2.) (Russian) Zbl 0830.60025 Teoriya Veroyatnostej i Matematicheskaya Statistika (Moskva). 47, 48. Moskva: Izd. Fizmatlit. 542, 366 p. (1994). MSC: 60Gxx 60-02 60Fxx 60Jxx PDFBibTeX XMLCite \textit{J. Jacod} and \textit{A. N. Shiryaev}, Predel'nye teoremy dlya sluchajnykh protsessov. Tom 1-2 (Russian). Moskva: Izd. Fizmatlit (1994; Zbl 0830.60025)
Greenwood, P. E.; Shiryaev, A. N. Asymptotic minimaxity of a sequential estimator for a first order autoregressive model. (English) Zbl 0753.62049 Stochastics Stochastics Rep. 38, No. 1, 49-65 (1992). Reviewer: V.T.Stefanov (Sofia) MSC: 62L12 60F05 62M10 62M05 PDFBibTeX XMLCite \textit{P. E. Greenwood} and \textit{A. N. Shiryaev}, Stochastics Stochastics Rep. 38, No. 1, 49--65 (1992; Zbl 0753.62049) Full Text: DOI
Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. (English) Zbl 0635.60021 Grundlehren der Mathematischen Wissenschaften, 288. Berlin etc.: Springer-Verlag. XVIII, 601 p.; DM 198.00 (1987). Reviewer: E.Platen MSC: 60Fxx 60-02 60B10 60H05 60G44 60G48 PDFBibTeX XML
Liptser, R. S.; Shiryaev, A. N. On contiguity of probability measures corresponding to semimartingales. (English) Zbl 0591.60039 Anal. Math. 11, 93-124 (1985). Reviewer: J.Memin MSC: 60G30 60H05 60J25 PDFBibTeX XMLCite \textit{R. S. Liptser} and \textit{A. N. Shiryaev}, Anal. Math. 11, 93--124 (1985; Zbl 0591.60039) Full Text: DOI
Memin, J.; Shiryayev, A. N. Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants. (French) Zbl 0569.60038 Z. Wahrscheinlichkeitstheor. Verw. Geb. 70, 67-89 (1985). Reviewer: Yu.Kabanov MSC: 60G07 60G30 60J99 PDFBibTeX XMLCite \textit{J. Memin} and \textit{A. N. Shiryayev}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 70, 67--89 (1985; Zbl 0569.60038) Full Text: DOI
Kabanov, Yu. M.; Liptser, R. Sh.; Shiryaev, A. N. Estimates of proximity in variation of probability measures. (English. Russian original) Zbl 0586.60035 Sov. Math., Dokl. 30, 351-354 (1984); translation from Dokl. Akad. Nauk SSSR 278, 265-268 (1984). Reviewer: J.Memin MSC: 60G05 60E99 PDFBibTeX XMLCite \textit{Yu. M. Kabanov} et al., Sov. Math., Dokl. 30, 351--354 (1984; Zbl 0586.60035); translation from Dokl. Akad. Nauk SSSR 278, 265--268 (1984)