搜索结果: 16-30 共查到“统计学 Limit theorems”相关记录47条 . 查询时间(0.046 秒)
Central limit theorems for pre-averaging covariance estimators under endogenous sampling times
Central limit theorem Hitting times Market microstructure noise Nonsynchronous observa-tions Pre-averaging Time endogeneity
2013/6/13
We consider two continuous It\^o semimartingales observed with noise and sampled at stopping times in a nonsynchronous manner. In this article we establish a central limit theorem for the pre-averaged...
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
Linear spectral statistics central limit theorem centralized sample covari-ance matrix centralizedF-matrix simplified sample covariance matrix simplified F-matrix
2013/6/13
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
reflecting fractional Brownian motion reflecting Gaussian process longrange dependence queueing process weak convergence
2011/6/21
In Internet environment, traffic flow to a link is typically modeled by superposition of
ON/OFF based sources. During each ON-period for a particular source, packets arrive
according to a Poisson pr...
Limit theorems for bifurcating autoregressive processes with missing data
Probability (math.PR) Statistics Theory (math.ST)
2010/12/17
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes when some of the data are missing. We model the process of observed d...
Uniform Central Limit Theorems for Multidimensional Diffusions
Uniform Central Limit Theorems Multidimensional Diffusions
2010/10/19
It has recently been shown that there are grave differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the e...
Limit theorems for moving averages of discretized processes plus noise
Central limit theorem high-frequency observations microstructure noise
2010/10/14
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approac...
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization
Limit theorems for empirical processes a finite-dimensional parametrization
2009/9/24
Limit theorems for empirical processes indexed by classes of sets allowing a finite-dimensional parametrization。
Palm distribution and limit theorems for random point processes in R(n)
Palm distribution limit theorems random point processes in R(n)
2009/9/24
The paper deals with homogeneous random point processes
in Rn. Our aim is to obtain sufficient conditions for asymptotic
normality of the number of points of a point process P in a ball when the
ra...
Random limit theorems for random walks conditioned to stay positive
Random limit theorems random walks stay positive
2009/9/24
Random limit theorems for random walks conditioned to stay positive。
Functional random central limit theorems for random walks conditioned to stay positive
Functional random central limit theorems random walks stay positive
2009/9/24
Functional random central limit theorems for random walks conditioned to stay positive。
Conditioned limit theorems for functions of the average of i.i.d. random variables
Conditioned limit theorems i.i.d. random variables
2009/9/24
Conditioned limit theorems for functions of the average of i.i.d. random variables。
Central limit theorems on nilpotent Lie groups
Central limit theorems nilpotent Lie groups
2009/9/23
The Lindeberg theorem is derived on stratilied nilpotent
Lie groups; that is a normal convergence theorem for a triangular
system of probability measures in case of bounded (homogemous)
moments of ...
The central limit theorem, the invariance principle and
the Poisson limit theorem for the hierarchy of freeness are studied. We
show that for given m G N the limit laws can be expressed in terms of
...
Max-semistable hemigroups: structure, domains of attraction and limit theorems with random sample size
Extreme values max-semistable distributions hemigroup max-semiselfdecomposability
2009/9/21
Let (X,) be a squence of independent real vatued random
variabl~sA. suitable convergk:nce condition far affine normalimned
maxima of (XJ k @given in the seBLjstable setup, i.e. fur inmasing
samplir...
Strong limit theorems for general renewal processes
Strong limit theorems general renewal processes
2009/9/21
An apprnaeb is discussed ta derive strong lidlit theoxems
for g~nrm1re newal processes from the carresponding asympt
o t i o~f the uaderlging renewal sequence. Neither independence nor
stationarity...