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  • Search: subject:"Law of the iterated logarithm"
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Year of publication
Subject
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Law of the iterated logarithm 10 law of the iterated logarithm 10 central limit theorem 4 least squares estimation 3 1) 2 Banach space 2 Central limit theorem 2 GARCH (1 2 Vervaat process 2 asymptotic normality 2 consistency 2 empirical process 2 law of large numbers 2 quantile process 2 (r 1 A nonclassical law of the iterated logarithm 1 Anscombe's theorem 1 Asymmetric stable law 1 Bahadur-Kiefer process 1 Berry–Esseen bound 1 Brownian bridge 1 Brownian motion 1 Capacity 1 Chover-type Law of the Iterated Logarithm 1 Complete convergence 1 Dependent Bernoulli random variables 1 Domain of attraction 1 Efficient market hypothesis 1 Exponential inequality 1 Finite moments 1 Finkelstein class 1 Game-theoretic probability 1 Gini index 1 Harris recurrent 1 Hilbert space 1 Hitting time decomposition 1 Hitting times 1 Invariance principle 1 Kiefer process 1 Large deviation results 1
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Online availability
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Undetermined 21 Free 3
Type of publication
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Article 23 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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Undetermined 23 English 3
Author
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Csörgo, Miklós 2 PREMINGER, Arie 2 Zhang, Li-Xin 2 Zitikis, Ricardas 2 Alsmeyer, Gerold 1 Anuradha 1 Appleby, John 1 Balakrishnan, N. 1 Bosq, Denis 1 Chen, Xiong 1 Chen, Zengjing 1 Divanji, Gooty 1 Foryś, Urszula 1 Gut, Allan 1 Hu, Feng 1 Kawka, Rafael 1 Li, Deli 1 Liang, Han-Ying 1 Liu, Ting 1 Mao, Mingzhi 1 Preminger, Arie 1 Qi, Yongcheng 1 Riedle, Markus 1 SAKATA, Shinichi 1 STORTI, Giuseppe 1 Sarkar, Anish 1 Sen, Kanwar 1 Serlet, Laurent 1 Sreehari, Maddipatla 1 Srilakshminarayana, G. 1 Storti, Giuseppe 1 Swords, Catherine 1 Takazawa, Shin-ichiro 1 Trapani, Lorenzo 1 Tse, Sze-Man 1 Vasudeva, R. 1 Wang, Jian-Feng 1 Wang, Wensheng 1 Wu, Lan 1 Xiang, Xiaojing 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Economics Department, Ben Gurion University of the Negev 1
Published in...
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Statistics & Probability Letters 7 Annals of the Institute of Statistical Mathematics 6 CORE Discussion Papers 2 Journal of Multivariate Analysis 2 Stochastic Processes and their Applications 2 Finance and Stochastics 1 Journal of econometrics 1 Journal of financial engineering 1 Metrika 1 Statistical Inference for Stochastic Processes 1 Statistical Papers 1 Working Papers / Economics Department, Ben Gurion University of the Negev 1
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Source
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RePEc 23 ECONIS (ZBW) 2 EconStor 1
Showing 21 - 26 of 26
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A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space
Wang, Wensheng - In: Stochastic Processes and their Applications 96 (2001) 1, pp. 1-16
In this paper, we obtain a sharpening of the functional modulus of continuity and large increments in terms of (r,p)-capacities on the Wiener space.
Persistent link: https://www.econbiz.de/10008874899
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The Vervaat Process in Lp Spaces
Csörgo, Miklós; Zitikis, Ricardas - In: Journal of Multivariate Analysis 78 (2001) 1, pp. 103-138
It is well known that, asymptotically, the appropriately normalized Vervaat process behaves like one half times the squared empirical process. Considering these two processes as elements of the Lp-space, 1[less-than-or-equals, slant]p[infinity], we give a complete description of the strong and...
Persistent link: https://www.econbiz.de/10005153186
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On Least Squares Estimation for Stable Nonlinear AR Processes
Yao, Jian-Feng - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 316-331
Persistent link: https://www.econbiz.de/10005760186
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Limit Theorems for Stopped Functionals of Markov Renewal Processes
Alsmeyer, Gerold; Gut, Allan - In: Annals of the Institute of Statistical Mathematics 51 (1999) 2, pp. 369-382
Persistent link: https://www.econbiz.de/10005395659
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On the Rate of Strong Consistency of the Total Time on Test Statistic
Csörgo, Miklós; Zitikis, Ricardas - In: Journal of Multivariate Analysis 66 (1998) 1, pp. 99-117
We give a complete description of the rate of strong consistency of the scaled and unscaled total time on test curves, which are fundamental notions in the statistical theory of reliability and life testing. The proof is crucially based on the general Vervaat process.
Persistent link: https://www.econbiz.de/10005093876
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Estimation of a quantile in some nonstandard cases
Xiang, Xiaojing - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 105-117
Persistent link: https://www.econbiz.de/10005395863
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