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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 11 - 20 of 516
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Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
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Adaptive importance sampling for efficient stochastic root finding and quantile estimation
He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
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Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo; Livieri, Giulia; Mancino, Maria Elvira; … - In: Journal of financial econometrics 22 (2024) 1, pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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Spatial unit roots and spurious regression
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 5, pp. 1661-1695
Persistent link: https://www.econbiz.de/10015117846
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Die quantitative Risikobewertung bei einem Portfolio von dichotomen Risiken mithilfe des zentralen Grenzwertsatzes
Knobloch, Ralf - 2021
portfolio of stochastic independent dichotomous risks. The normal distribution is a result of the central limit theorem. The …
Persistent link: https://www.econbiz.de/10012427950
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Cross-Sectional Dispersion of Risk in Trading Time
Andersen, Torben; Thyrsgaard, Martin; Todorov, Viktor - 2021
Limit Theorem (CLT) for the cross-sectional beta dispersion at a point in time, enabling us to test whether this quantity …
Persistent link: https://www.econbiz.de/10013224117
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Die quantitative Risikobewertung bei einem Portfolio von dichotomen Risiken mithilfe des zentralen Grenzwertsatzes
Knobloch, Ralf - 2021
portfolio of stochastic independent dichotomous risks. The normal distribution is a result of the central limit theorem. The …
Persistent link: https://www.econbiz.de/10012423497
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Beware the Gini index! : a new inequality measure
Inoua, Sabiou M. - 2021
Persistent link: https://www.econbiz.de/10012651658
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Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Chernozhukov, Victor; Četverikov, Denis N.; Koike, Yuta - 2021
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of n independent high-dimensional centered random vectors X1, . . . , Xn over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate. In the case...
Persistent link: https://www.econbiz.de/10012482915
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Multi-normex distributions for the sum of random vectors : rates of convergence
Kratz, Marie; Prokopenko, Evgeny - 2021
Persistent link: https://www.econbiz.de/10013173635
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