Results 61 to 70 of about 233 (153)
General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]
AMS classifications: 60F05, 62G09; 62G20.Bootstrap sample mean;weak law of large numbers;convergence in probability;almost certain ...
Einmahl, J.H.J., Rosalsky, A.
core
The number of records within a random interval of the current record value
Records, random intervals based on records, limit laws, estimator based on record values, 60G70 , 60F05 , 62G30 ,
A. Stepanov
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, 1995 Primary 60G40, 60G70; secondary 60F05, 60F15, 60G55, 90B50.A Fulbright Grant and National Science Foundation Grant DMS 92 ...
Kertz, Robert P., Boshuizen, Frans A.
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Weibull distribution, extreme value distributions, goodness of fit testing, moment generating function, Primary 62F03, Secondary 60F05,
Adolfo Quiroz, Alejandra Cabaña
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Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients [PDF]
, 2010 We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary ...
Aman, Auguste, Owo, Jean-Marc
core
A moments and strike matching binomial algorithm for pricing American Put options
Binary tree methods, Option pricing, Hedging, American Put options, G13, C63, C02, 60J20, 65C40, 91B70, 60F05,
Benjamin Jourdain, Antonino Zanette
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On the continuation of the limit distributions of the extreme and central terms of a sample
Order statistics, extreme value distributions, central value distributions, weak convergence, continuation of the convergence, Primary 62G30, secondary 62E20, 60F05,
H. Barakat
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The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation. [PDF]
Entropy (Basel), 2021 Liu W, Zhang Y.
europepmc +1 more source
A central limit theorem for multivariate strongly mixing random fields [PDF]
, 2010 In this paper we extend a theorem of Bradley under interlaced mixing and strong mixing conditions. More precisely, we study the asymptotic normality of the normalized partial sum of an α-mixing strictly stationary random field of random vectors, in
Tone, Cristina
core
Weighted correlation tests for scale families
Asymptotic distributions, goodness of fit, general scale families, Pareto and Weibull scale families, weighted correlation tests, weighted Wasserstein distances, 62F05, 62E20, 60F05,
Sándor Csörgö
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