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  • Search: subject:"limit theorems"
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Year of publication
Subject
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limit theorems 10 Estimation theory 8 Schätztheorie 8 Limit theorems 5 functional central limit theorems 5 Bootstrap approach 4 Bootstrap-Verfahren 4 Central limit theorem 4 Hawkes processes 4 Theorie 4 bootstrap limit theorems 4 high dimensions 4 sparsely convex sets 4 Central Limit Theorems 3 Stochastic process 3 Stochastischer Prozess 3 Theory 3 Time series analysis 3 Zeitreihenanalyse 3 central limit theorems 3 econometrics 3 health care 3 high frequency data 3 nursing 3 public policy 3 queueing system 3 staffing 3 Algorithm 2 Algorithmus 2 Ausreißer 2 Brownian semi-stationary processes 2 Discretisation of stochastic processes 2 GMM 2 LOBSTER data 2 Limit Theorems 2 Outliers 2 Point processes 2 Probability theory 2 Securities trading 2 Statistical distribution 2
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Online availability
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Free 46 CC license 3
Type of publication
All
Book / Working Paper 40 Article 6
Type of publication (narrower categories)
All
Working Paper 16 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 3 Aufsatz in Zeitschrift 3 Article 2 research-article 1
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Language
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English 27 Undetermined 17 German 1 Hungarian 1
Author
All
Podolskij, Mark 7 Chernozhukov, Victor 4 Chetverikov, Denis 4 Kato, Kengo 4 Sviščuk, Anatolij 4 Abergel, Frédéric 2 Belomestny, Denis 2 Bibinger, Markus 2 Chen Zhou 2 Einmahl, John H. J. 2 Guo, Qi 2 Hidalgo, Javier 2 Huffman, Aiden 2 Jennings, Otis B. 2 Krätschmer, Volker 2 Mazur, Stepan 2 Mykland, Per A. 2 Nieuwenhuis, G. 2 Otryakhin, Dmitry 2 Pesaran, M. Hashem 2 Remillard, Bruno 2 Roueff, François 2 Véricourt, Francis de 2 Yang, Cynthia Fan 2 Zheng, Ban 2 Bao Hoang Nguyen 1 Bercu, Bernard 1 CRORIE, Mc 1 Chang, Pao-Li 1 Chua, Vincent CH 1 Corchón, Luis 1 Corcuera, José Manuel 1 Costa, Manon 1 Einmahl, John 1 Gadat, Sébastien 1 Galesi, Alessandro 1 González-Maestre, Miguel 1 Gärtner, Kerstin 1 Haan, Laurens de 1 Hedevang, Emil 1
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Institution
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School of Economics and Management, University of Aarhus 6 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 HAL 2 International Monetary Fund (IMF) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Tilburg University, School of Economics and Management 2 Cowles Foundation for Research in Economics, Yale University 1 European School of Management and Technology (ESMT) 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Monetary Fund 1 School of Economics, Singapore Management University 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1 University of Maryland, Department of Economics 1
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Published in...
All
CREATES Research Papers 6 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CORE Discussion Papers 2 Discussion paper / Center for Economic Research, Tilburg University 2 Research Memorandum / Tilburg University, School of Economics and Management 2 Risks 2 Risks : open access journal 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Working Paper 2 cemmap working paper 2 CESifo Working Paper 1 CESifo working papers 1 Cowles Foundation Discussion Papers 1 Discussion Paper / Tilburg University, Center for Economic Research 1 ESMT Research Working Papers 1 ESMT Working Paper 1 ESMT working paper 1 Econometrics papers 1 Electronic Working Papers 1 Finance and stochastics 1 IMF Staff Country Reports 1 IMF Working Papers 1 Journal of Causal Inference 1 Post-Print / HAL 1 STICERD - Econometrics Paper Series 1 Working Papers / HAL 1 Working Papers / School of Economics, Singapore Management University 1 Working Papers. Serie AD 1 Working paper series / Centre for Efficiency and Productivity Analysis 1 Working papers / TSE : WP 1
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Source
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RePEc 23 ECONIS (ZBW) 12 EconStor 10 Other ZBW resources 1
Showing 1 - 10 of 46
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Functional central limit theorems for rough volatility
Horvath, Blanka Nora; Jacquier, Antoine; Muguruza, Aitor; … - In: Finance and stochastics 28 (2024) 3, pp. 615-661
Persistent link: https://www.econbiz.de/10015130353
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.; Chen Zhou - 2024
Persistent link: https://www.econbiz.de/10014467520
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A Lasso approach to covariate selection and average treatment effect estimation for clustered RCTs using design-based methods
Schochet, Peter Z. - In: Journal of Causal Inference 10 (2022) 1, pp. 494-514
Abstract Statistical power is often a concern for clustered randomized control trials (RCTs) due to variance inflation from design effects and the high cost of adding study clusters (such as hospitals, schools, or communities). While covariate pre-specification can improve power for estimating...
Persistent link: https://www.econbiz.de/10014610919
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General compound hawkes processes in limit order books
Sviščuk, Anatolij; Huffman, Aiden - In: Risks 8 (2020) 1, pp. 1-25
Numbers (LLN) and a Functional Central Limit Theorems (FCLT) for several specific variations. We apply several of these FCLTs …
Persistent link: https://www.econbiz.de/10013200563
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Multivariate general compound point processes in limit order books
Guo, Qi; Remillard, Bruno; Sviščuk, Anatolij - In: Risks 8 (2020) 3, pp. 1-20
model the order flow instead of the Hawkes process. The law of large numbers (LLN) and two functional central limit theorems …
Persistent link: https://www.econbiz.de/10013200631
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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard; Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012286349
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Aggregate efficiency of industry and its groups : the case of Queensland public hospitals
Bao Hoang Nguyen; Zelenyuk, Valentin - 2020
Persistent link: https://www.econbiz.de/10012428223
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Multivariate general compound point processes in limit order books
Guo, Qi; Remillard, Bruno; Sviščuk, Anatolij - In: Risks : open access journal 8 (2020) 3/98, pp. 1-20
model the order flow instead of the Hawkes process. The law of large numbers (LLN) and two functional central limit theorems …
Persistent link: https://www.econbiz.de/10012293689
Saved in:
Cover Image
General compound hawkes processes in limit order books
Sviščuk, Anatolij; Huffman, Aiden - In: Risks : open access journal 8 (2020) 1/28, pp. 1-25
Numbers (LLN) and a Functional Central Limit Theorems (FCLT) for several specific variations. We apply several of these FCLTs …
Persistent link: https://www.econbiz.de/10012203654
Saved in:
Cover Image
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem; Yang, Cynthia Fan - 2019
Estimation and inference in the spatial econometrics literature are carried out assuming that the matrix of spatial or network connections has uniformly bounded absolute column sums in the number of cross-section units, n. In this paper, we consider spatial models where this restriction is...
Persistent link: https://www.econbiz.de/10012018254
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