Results 51 to 60 of about 1,682,384 (202)
On Lindeberg-Feller Limit Theorem
Доклады Академии наук, 2019 In the Lindeberg-Feller theorem, the Lindeberg condition is present. The fulfillment of this condition must be checked for any ε > 0. We formulae a new condition in terms of some generalization of moments of order 2 + α, which does not depend on ε, and show that this condition is equivalent to the Lindeberg condition, and if this condition is valid ...
Presman, É. L., Formanov, Sh. K.
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A weighted limit theorem for periodic Hurwitz zeta-function
Lietuvos Matematikos Rinkinys, 2012 In the paper, a weighted limit theorem for weakly convergent probability measures on the complex plane for the periodic Hurwitz zeta function is obtained.
Oleg Lukašonok
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Limiting theorems on ‘case’ reporting
Applied Mathematics Letters, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Local Limit Theorem for the Multiple Power Series Distributions
Mathematics, 2020 We study the behavior of multiple power series distributions at the boundary points of their existence. In previous papers, the necessary and sufficient conditions for the integral limit theorem were obtained.
Arsen L. Yakymiv
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Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate [PDF]
We study the Leland model for hedging portfolios in the presence of a constant proportional transaction costs coefficient. The modified Leland's strategy recently defined by the second author, contrarily to the classical one, ensures the asymptotic ...
Emmanuel Denis, Sebastien Darses
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Moderate deviations and central limit theorem for positive diffusions
Journal of Inequalities and Applications, 2016 In this paper, we establish a central limit theorem and a moderate deviation principle for the positive diffusions, including the CEV and CIR models. The proof is based on the exponential approximations theorem and Burkholder-Davis-Gundy’s inequality.
Yumeng Li, Shuguang Zhang
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Central limit theorems for the integrated squared error of derivative estimators [PDF]
A central limit theorem for the weighted integrated squared error of kernel type estimators of the first two derivatives of a nonparametric regression function is proved by using results for martingale differences and U-statistics.
Birke, Melanie
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Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing [PDF]
In this paper, we establish some new central limit theorems for generalized U-statistics of dependent processes under some mild conditions. Such central limit theorems complement existing existing results available from both the econometrics literature ...
Gao, Jiti, Hong, Yongmiao
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A central limit theorem for realised power and bipower variations of continuous semimartingales [PDF]
Central limit theorem, quadratic variation, bipower variation --Central limit theorem,quadratic variation,bipower ...
Graversen, Svend Erik +3 more
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Power indices in large voting bodies [PDF]
, 2010 There is no consensus on the properties of voting power indices when there are a large number of voters in a weighted voting body. On the one hand, in some real-world cases that have been studied the power indices have been found to be nearly ...
Leech, Dennis
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