Results 71 to 80 of about 151,410 (172)
Martingale Transforms between Martingale Hardy-amalgam Spaces
We discuss martingale transforms between martingale Hardy-amalgam spaces and Let and and let be a martingale in ; then, we show that its martingale transforms are the martingales in for some and similarly for ...
Justice Sam Bansah
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Distribution Free Goodness-of-Fit Tests for Linear Processes [PDF]
This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence.
Carlos Velasco +2 more
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Testing the martingale difference hypothesis using integrated regression functions. [PDF]
An omnibus test for testing a generalized version of the martingale difference hypothesis (MDH) is proposed. This generalized hypothesis includes the usual MDH, testing for conditional moments constancy such as conditional homoscedasticity (ARCH effects)
Velasco, Carlos, Escanciano, Juan Carlos
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Transform martingale estimating functions
The Annals of Statistics, 2007 Published in at http://dx.doi.org/10.1214/009053607000000299 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
openaire +4 more sources
The speed of invasion in an advancing population. [PDF]
J Math Biol, 2023 Bovier A, Hartung L.
europepmc +1 more source
Finitely Additive Equivalent Martingale Measures [PDF]
Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L, for some ...
Pietro Rigo +2 more
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Martingales and the characteristic functions of absorption time on bipartite graphs. [PDF]
R Soc Open Sci, 2021 Monk T, van Schaik A.
europepmc +1 more source
Distributional anchor regression. [PDF]
Stat Comput, 2022 Kook L, Sick B, Bühlmann P.
europepmc +1 more source
Effect of labour income on the optimal bankruptcy problem. [PDF]
Ann Oper Res, 2023 Ding G, Marazzina D.
europepmc +1 more source