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  • Search: subject:"limit theorems"
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Year of publication
Subject
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Limit theorems 27 limit theorems 17 Estimation theory 14 Schätztheorie 14 Central limit theorems 12 Stochastic process 11 Stochastischer Prozess 11 Theorie 11 Theory 10 Bootstrap approach 7 Bootstrap-Verfahren 7 Hawkes processes 6 Time series analysis 6 Zeitreihenanalyse 6 U-statistics 5 functional central limit theorems 5 functional limit theorems 5 Brownian semi-stationary processes 4 Central limit theorem 4 Market microstructure 4 Method of moments 4 Momentenmethode 4 Probability theory 4 Queueing theory 4 Wahrscheinlichkeitsrechnung 4 Warteschlangentheorie 4 bootstrap limit theorems 4 central limit theorems 4 high dimensions 4 sparsely convex sets 4 Algorithm 3 Algorithmus 3 Central Limit Theorems 3 Cross-sectional strong-dependence 3 Discretisation of stochastic processes 3 High frequency data 3 Hospital 3 Krankenhaus 3 Law of large numbers 3 Limit Theorems 3
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Online availability
All
Undetermined 70 Free 46 CC license 3
Type of publication
All
Article 79 Book / Working Paper 40
Type of publication (narrower categories)
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Article in journal 22 Aufsatz in Zeitschrift 22 Working Paper 16 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 2 research-article 2 review-article 1
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Language
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Undetermined 69 English 48 German 1 Hungarian 1
Author
All
Podolskij, Mark 11 Rosenbaum, Mathieu 5 Chernozhukov, Victor 4 Chetverikov, Denis 4 Hidalgo, Javier 4 Kato, Kengo 4 Sviščuk, Anatolij 4 Krätschmer, Volker 3 Mykland, Per A. 3 Pesaran, M. Hashem 3 Schafgans, Marcia M. A. 3 Yang, Cynthia Fan 3 Abergel, Frédéric 2 Bai, Shuyang 2 Bao Hoang Nguyen 2 Belomestny, Denis 2 Bercu, Bernard 2 Bibinger, Markus 2 Chen Zhou 2 Corcuera, José Manuel 2 Dolinsky, Yan 2 Einmahl, John H. J. 2 Guo, Qi 2 Gärtner, Kerstin 2 Hedevang, Emil 2 Huffman, Aiden 2 Jacod, Jean 2 Jennings, Otis B. 2 Mazur, Stepan 2 Nieuwenhuis, G. 2 Otryakhin, Dmitry 2 Pakkanen, Mikko S. 2 Peccati, Giovanni 2 Remillard, Bruno 2 Roueff, François 2 Stepanov, A. 2 Taqqu, Murad S. 2 Véricourt, Francis de 2 Zelenyuk, Valentin 2 Zheng, Ban 2
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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
Stochastic Processes and their Applications 14 Statistics & Probability Letters 10 CREATES Research Papers 6 Journal of Multivariate Analysis 6 Journal of econometrics 4 Physica A: Statistical Mechanics and its Applications 4 Finance and stochastics 3 Management Science 3 Mathematics of operations research 3 Metrika 3 Statistical Inference for Stochastic Processes 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CORE Discussion Papers 2 Discussion paper / Center for Economic Research, Tilburg University 2 Journal of financial econometrics : official journal of the Society for Financial Econometrics 2 Mathematical methods of operations research 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 Statistical Papers / Springer 2 Stochastics and Quality Control 2 Working Paper 2 cemmap working paper 2 Annals of Finance 1 Annals of the Institute of Statistical Mathematics 1 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 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Finance and Stochastics 1 IMF Staff Country Reports 1 IMF Working Papers 1
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Source
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RePEc 74 ECONIS (ZBW) 31 EconStor 10 Other ZBW resources 4
Showing 1 - 10 of 119
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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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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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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard; Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012286349
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Cover Image
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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