EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"asymptotic consistency."
Narrow search

Narrow search

Year of publication
Subject
All
asymptotic consistency 7 asymptotic efficiency 3 Mathematical programming 2 Mathematische Optimierung 2 likelihood 2 predictive likelihood 2 sampling scheme 2 Asymptotic risk efficiency 1 Coverage probability 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Estimation theory 1 Feynman-Kac 1 Fixed-size confidence region 1 Markowitz mean-variance portfolio optimization 1 Monte Carlo sampling 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 PDE-constrained optimization 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikoaversion 1 Risk 1 Risk aversion 1 Sampling 1 Schätztheorie 1 Stichprobenerhebung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 asymptotic consistency. 1 empirical approximation 1 excess return 1 fully sequential procedure 1 market price of risk 1 order statistics 1 quasi-likelihood estimation 1 residual 1
more ... less ...
Online availability
All
Undetermined 6 Free 2
Type of publication
All
Article 6 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
All
English 4 Undetermined 4
Author
All
Bjørnstad, Jan F. 2 Sriram, T. 2 Huang, Zhenzhong 1 Liu, Xiaoyue 1 Martinsek, Adam 1 Milz, Johannes 1 Mukhopadhyay, N. 1 Pandher, Gurupdesh 1 Seila, Andrew 1 Song, Biwei 1 Surowiec, Thomas M. 1 Zhang, Zhen 1 Zheng, Shen 1
more ... less ...
Institution
All
Statistisk Sentralbyrå, Government of Norway 1
Published in...
All
Annals of the Institute of Statistical Mathematics 2 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 International journal of theoretical and applied finance : IJTAF 1 Mathematics of operations research 1 Metrika 1 Review of Derivatives Research 1
more ... less ...
Source
All
RePEc 5 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 8 of 8
Cover Image
Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Milz, Johannes; Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
Saved in:
Cover Image
A linear-programming portfolio optimizer to mean-variance optimization
Liu, Xiaoyue; Huang, Zhenzhong; Song, Biwei; Zhang, Zhen - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-23
Persistent link: https://www.econbiz.de/10014497168
Saved in:
Cover Image
Survey sampling: A necessary journey in the prediction world
Bjørnstad, Jan F. - 2010
intervals and asymptotic consistency. …
Persistent link: https://www.econbiz.de/10011968378
Saved in:
Cover Image
Survey sampling: A necessary journey in the prediction world
Bjørnstad, Jan F. - Statistisk Sentralbyrå, Government of Norway - 2010
intervals and asymptotic consistency. …
Persistent link: https://www.econbiz.de/10008472745
Saved in:
Cover Image
Drift Estimation of Generalized Security Price Processes from High Frequency Derivative Prices
Pandher, Gurupdesh - In: Review of Derivatives Research 4 (2000) 3, pp. 263-284
sufficient condition for the asymptotic consistency of the generalized estimator is also obtained. A study based on generating …
Persistent link: https://www.econbiz.de/10005542788
Saved in:
Cover Image
Sequential Fixed-Width Confidence Interval for the Product of Two Means
Zheng, Shen; Sriram, T.; Seila, Andrew - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 119-145
Persistent link: https://www.econbiz.de/10005184655
Saved in:
Cover Image
On sequential comparisons of means of first-order autoregressive models
Mukhopadhyay, N.; Sriram, T. - In: Metrika 39 (1992) 1, pp. 155-164
Persistent link: https://www.econbiz.de/10005375838
Saved in:
Cover Image
Sequential estimation in regression models using analogues of trimmed means
Martinsek, Adam - In: Annals of the Institute of Statistical Mathematics 41 (1989) 3, pp. 521-540
Persistent link: https://www.econbiz.de/10005760154
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...