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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 111 - 120 of 516
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Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi; Kong, Xin-Bing; Jing, Bingyi - In: Journal of econometrics 204 (2018) 1, pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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Second order approximations for limit order books
Horst, Ulrich; Kreher, Dörte - In: Finance and stochastics 22 (2018) 4, pp. 827-877
Persistent link: https://www.econbiz.de/10011946565
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Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to default risk charge
Lehdili, Noureddine; Givi, Arshia - In: Risk and decision analysis 7 (2018) 3/4, pp. 91-105
Persistent link: https://www.econbiz.de/10012174432
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Estimation of spot volatility with superposed noisy data
Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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Stationarity and functional central limit theorem for ARCH (∞) models
Lee, Oesook - In: Economics letters 162 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10011939788
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On estimation of hurst parameter under noisy observations
Liu, Guangying; Jing, Bingyi - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
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The limit theorems on extremes for Gaussian random fields
Tan, Zhongquan - In: Statistics & Probability Letters 83 (2013) 2, pp. 436-444
Gaussian fields. First, a Cox limit theorem is established for a stationary strongly dependent Gaussian random field. Second, a … Gumbel type extreme limit theorem is proved for a non-stationary Gaussian random field with covariance functions satisfying …
Persistent link: https://www.econbiz.de/10011039882
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Heuristic and exact solutions to the inverse power index problem for small voting bodies
Kurz, Sascha; Napel, Stefan - 2012
Power indices are mappings that quantify the influence of the members of a voting body on collective decisions a priori. Their nonlinearity and discontinuity makes it difficult to compute inverse images, i.e., to determine a voting system which induces a power distribution as close as possible...
Persistent link: https://www.econbiz.de/10010291806
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A Donsker theorem for Lévy measures
Nickl, Richard; Reiß, Markus - 2012
-type theorem is proved, that is, a functional central limit theorem for the process in the space of bounded functions away from …
Persistent link: https://www.econbiz.de/10010281478
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Testing Independence for a Large Number of High–Dimensional Random Vectors
Gao, Jiti; Pan, Guangming; Yang, Yanrong - Volkswirtschaftliche Fakultät, … - 2012
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/10011259986
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