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  • Search: subject:"Limit theorem"
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Year of publication
Subject
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Central limit theorem 151 central limit theorem 91 Schätztheorie 56 Theorie 56 Estimation theory 52 Theory 46 Central Limit Theorem 37 Zeitreihenanalyse 36 Time series analysis 31 Functional central limit theorem 29 Stochastischer Prozess 28 functional central limit theorem 28 Stochastic process 25 Statistical distribution 23 Statistische Verteilung 23 Zentraler Grenzwertsatz 22 Probability theory 18 Volatility 18 Volatilität 18 Wahrscheinlichkeitsrechnung 18 Martingale 16 High-Frequency Data 15 Limit theorem 14 limit theorem 13 Martingal 12 Nichtparametrisches Verfahren 12 Risiko 12 Risk 12 Bipower Variation 11 Estimation 11 Nonparametric statistics 11 Schätzung 11 Semimartingale Theory 11 Stable convergence 11 Statistical test 11 Statistischer Test 11 Bootstrap approach 10 Bootstrap-Verfahren 10 Martingale central limit theorem 10 Korrelation 9
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Online availability
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Undetermined 265 Free 200 CC license 2
Type of publication
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Article 298 Book / Working Paper 218
Type of publication (narrower categories)
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Article in journal 73 Aufsatz in Zeitschrift 73 Working Paper 66 Graue Literatur 41 Non-commercial literature 41 Arbeitspapier 38 Article 5 research-article 4 Aufsatz im Buch 2 Book section 2 Research Report 1 Systematic review 1 review-article 1 Übersichtsarbeit 1
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Language
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Undetermined 291 English 221 German 2 French 1 Hungarian 1
Author
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Podolskij, Mark 33 Robinson, Peter M. 10 Vetter, Mathias 10 Berti, Patrizia 9 Chernozhukov, Victor 9 Crimaldi, Irene 9 Pratelli, Luca 9 Rigo, Pietro 9 Bibinger, Markus 8 Jacod, Jean 8 Kinnebrock, Silja 8 Chetverikov, Denis 7 Christensen, Kim 7 Kato, Kengo 7 Lee, Oesook 7 Gao, Jiti 6 Gupta, Abhimanyu 6 Todorov, Viktor 6 Pan, Guangming 5 Yang, Yanrong 5 Bardet, Jean-Marc 4 Barndorff-Nielsen, Ole E. 4 Bojdecki, T. 4 Corcuera, José Manuel 4 Epstein, Larry G. 4 Gorostiza, Luis G. 4 He, Changli 4 Honda, Toshio 4 Johansen, Søren 4 Kratz, Marie 4 Kunst, Robert M. 4 Liu, Zhi 4 Lépinette-Denis, Emmanuel 4 Nagaev, Alexander V. 4 Nagaev, Sergei A. 4 Sandberg, Rickard 4 Talarczyk, A. 4 Altmeyer, Randolf 3 Andersen, Torben 3 Aquino, Juan Carlos 3
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Institution
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School of Economics and Management, University of Aarhus 21 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 HAL 9 London School of Economics (LSE) 6 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 5 Cowles Foundation for Research in Economics, Yale University 4 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 4 International Monetary Fund (IMF) 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 4 Tilburg University, Center for Economic Research 4 University of Bonn, Germany 4 Université Paris-Dauphine (Paris IX) 4 Department of Econometrics and Business Statistics, Monash Business School 3 Department of Economics, Oxford University 3 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 3 EconWPA 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 2 Duke University, Department of Economics 2 Finance Research Centre, Oxford University 2 Institute of Economic Research, Hitotsubashi University 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Bank of Japan 1 Business School, University of Exeter 1 Center for Policy Research, Maxwell School 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Department of Economics, Florida International University 1 Department of Economics, Iowa State University 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 ESSEC Business School 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economic Research Southern Africa (ERSA) 1 Economics Department, Queen's University 1 European Association of Agricultural Economists - EAAE 1 Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) 1 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1
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Published in...
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Statistics & Probability Letters 41 Stochastic Processes and their Applications 39 Annals of the Institute of Statistical Mathematics 30 Statistical Inference for Stochastic Processes 23 CREATES Research Papers 20 Journal of Multivariate Analysis 17 Physica A: Statistical Mechanics and its Applications 16 Journal of econometrics 11 MPRA Paper 10 CEMMAP working papers / Centre for Microdata Methods and Practice 7 Economics letters 6 LSE Research Online Documents on Economics 6 Quaderni di Dipartimento 6 Working Papers / HAL 6 Economic Theory 5 Operations research 5 SSE/EFI Working Paper Series in Economics and Finance 5 Technical Report 5 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 5 Cowles Foundation Discussion Papers 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Economics Papers from University Paris Dauphine 4 Finance and stochastics 4 IMF Working Papers 4 Journal of Econometrics 4 Metrika 4 RePAd Working Paper Series 4 SFB 649 Discussion Paper 4 SFB 649 Discussion Papers 4 STICERD - Econometrics Paper Series 4 cemmap working paper 4 Discussion Paper Serie A 3 Econometric Reviews 3 Economics Letters 3 Economics Series Working Papers / Department of Economics, Oxford University 3 Insurance / Mathematics & economics 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Mathematical finance 3 Monash Econometrics and Business Statistics Working Papers 3 Post-Print / HAL 3
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Source
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RePEc 355 ECONIS (ZBW) 121 EconStor 34 Other ZBW resources 5 USB Cologne (EcoSocSci) 1
Showing 101 - 110 of 516
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Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure
Effraimidis, Georgios; Dahl, Christian M. - School of Economics and Management, University of Aarhus - 2013
In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed...
Persistent link: https://www.econbiz.de/10010851273
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Testing Independence for a Large Number of High Dimensional Random Vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - Department of Econometrics and Business Statistics, … - 2013
Capturing dependence among a large number of high dimensional random vectors is a very important and challenging problem. By arranging n random vectors of length p in the form of a matrix, we develop a linear spectral statistic of the constructed matrix to test whether the n random vectors are...
Persistent link: https://www.econbiz.de/10010860404
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Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure
Effraimidis, Georgios; Dahl, Christian M. - Institut for Virksomhedsledelse og Økonomi, Syddansk … - 2013
In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed...
Persistent link: https://www.econbiz.de/10010722794
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There is a VaR Beyond Usual Approximations
Kratz, Marie - ESSEC Business School - 2013
of financial assets. This is usually justified by the use of the Central Limit Theorem (CLT), when assuming aggregation …
Persistent link: https://www.econbiz.de/10010832986
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Understanding the functional central limit theorems with some applications to unit root testing with structural change
Aquino, Juan Carlos; Rodríguez, Gabriel - In: Revista Economía 36 (2013) 71, pp. 107-149
this gap by explaining in a simple way one of these fundamental tools: namely, the Functional Central Limit Theorem. To … this end, this paper analyzes the foundations and applicability of two versions of the Functional Central Limit Theorem …
Persistent link: https://www.econbiz.de/10010711915
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010234259
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Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming; Gao, Jiti; Yang, Yanrong - 2013
Persistent link: https://www.econbiz.de/10009724611
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A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter; Bloxham, Nicholas - In: The journal of risk model validation 12 (2018) 1, pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
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Autoregressive spatial spectral estimates
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
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Nonparametric specification testing via the trinity of tests
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 169-185
Persistent link: https://www.econbiz.de/10011974652
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