Search Results - subject:"Limit theorem"

Pakkanen, Mikko S.; Réveillac, Anthony - School of Economics and Management, University of Aarhus - 2014

-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on …

Persistent link: https://www.econbiz.de/10010851193

Wang, Yanqing; Liu, Quansheng - In: Stochastics and Quality Control 36 (2022) 2, pp. 145-155

principles, the central limit theorem with Berry–Esseen’s bound, and Cramér’s large deviation expansion. Some key ideas of the …

Persistent link: https://www.econbiz.de/10014591062

Palmowski, Zbigniew - In: Scandinavian actuarial journal 2022 (2022) 7, pp. 565-590

Persistent link: https://www.econbiz.de/10013370724

Liu, Qiang; Liu, Zhi - In: Journal of financial econometrics 20 (2022) 4, pp. 612-654

Persistent link: https://www.econbiz.de/10013349148

Kirsch, Werner; Toth, Gabor - In: Mathematical social sciences 119 (2022), pp. 118-137

Persistent link: https://www.econbiz.de/10013382374

Asmussen, Søren - In: Finance and stochastics 26 (2022) 3, pp. 383-416

Persistent link: https://www.econbiz.de/10013440228

Li, Yingying; Liu, Guangying; Zhang, Zhiyuan - In: Journal of econometrics 229 (2022) 2, pp. 422-451

Persistent link: https://www.econbiz.de/10013441895

Gohareh, Mehdy Morady; Mansouri, Ehsan - In: Computers & operations research : and their … 140 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013173501

Sin, Chor-yiu - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 145-175). 2022

Persistent link: https://www.econbiz.de/10013193945

Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - 2013

Persistent link: https://www.econbiz.de/10010221322

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