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
core
Annealed and quenched limit theorems for random expanding dynamical systems
, 2015 We present results concerning annealed and quenched limit theorems for random expanding dynamical systems. In particular we will present results on annealed and quenched versions of a central limit theorem, a large deviation principle, a local limit ...
Nicol, Matthew
core +1 more source
Limit Theorems for Empirical Processes Based on Dependent Data [PDF]
Empirical processes for non ergodic data are investigated under uniform distance. Some CLTs, both uniform and non uniform, are proved. In particular, conditions for Bn = n^(1/2) (µn - bn) and Cn = n^(1/2) (µn - an) to converge in distribution are given ...
Pietro Rigo +2 more
core
Limit theorems for the spacings of weak records [PDF]
, 2010 Let W(1), W(2), . . . be weak record values obtained from a sample of independent variables with common discrete distribution. In the present paper, we derive weak and strong limit theorems for the spacings W(n + m) - W(n), m a parts per thousand yen 1 ...
Hashorva, E. +3 more
core +2 more sources
Limit theorems in probability and statistics
A Bolyai János Matematikai Társulat által 1989-ben, Pécsett rendezett 3. "Hungarian Colloquium on Limit Theorems in Probability and Statistics" előadásaied. by I. Berkes, E.
core
Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions [PDF]
Functional central limit theorem; Occupation time fluctuation; Branching particle system; Generalized Wiener process; Critical ...
Luis G. Gorostiza +2 more
core
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence [PDF]
, 2010 This paper provides theory as well as empirical results for pre-averaging estimators of the daily quadratic variation of asset prices. We derive jump robust inference for pre-averaging estimators, corresponding feasible central limit theorems and an ...
Hautsch, Nikolaus, Podolskij, Mark
core
Limit theorems for random Dirichlet series: boundary case
Modern Stochastics: Theory and ApplicationsBuraczewski et al. (2023) proved a functional limit theorem (FLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series ${\textstyle\sum _{k\ge 2}}\frac{{(\log k)^{\alpha }}}{{k^{1/2+s}}}{\eta _{k}}$ as $s\to 0+$, where $\alpha \gt -1/2$
Alexander Iksanov, Ruslan Kostohryz
doaj +1 more source
Global Central Limit Theorems for Stationary Markov Chains
Annales Mathematicae SilesianaeLet P be a Markov operator on a general state space (S, Σ) with an invariant probability measure m, assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L2(m) a non-degenerate annealed CLT and an L2-normalized CLT ...
Lin Michael
doaj +1 more source
Applying the Moment Generating Functions to the Study of Probability Distributions [PDF]
In this paper, we describe a tool to aid in proving theorems about random variables, called the moment generating function, which converts problems about probabilities and expectations into problems from calculus about function values and derivates.
Silvia SPATARU
core