Search Results - subject:"Maximal Inequalities"

Essays on the econometric theory of rank regressions

Subbotin, Viktor - Volkswirtschaftliche Fakultät, … - 2008

Several semiparametric estimators recently developed in the econometrics literature are based on the rank correlation between the dependent and explanatory variables. Examples include the maximum rank correlation estimator (MRC) of Han [1987], the monotone rank estimator (MR) of Cavanagh and...

Persistent link: https://www.econbiz.de/10005616974

On Maximal Inequalities for some Jump Processes

Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

determining the best constants in maximal inequalities for a compound Poisson process with linear drift and exponential jumps. … SFB 649 Discussion Paper 2006-060 On Maximal Inequalities for some Jump Processes Pavel V … K B E R L I N On maximal inequalities for some jump processes⁄ PavelV. Gapeev We …

Persistent link: https://www.econbiz.de/10005784853