Results 81 to 90 of about 151,410 (172)
Well-posedness for a stochastic 2D Euler equation with transport noise. [PDF]
Stoch Partial Differ Equ, 2023 Lang O, Crisan D.
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The partly parametric and partly nonparametric additive risk model. [PDF]
Lifetime Data Anal, 2023 Hjort NL, Stoltenberg EA.
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Martingale transforms between Hardy-Orlicz spaces and of martingales
Using the technique of martingale transforms, the relation between Hardy-Orlicz spaces of the martingales with predictable quadratic variations is investigated.
Yu, Lin
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Testing Conditional Independence using Conditional Martingale Transforms
, 2006 This paper investigates the problem of testing conditional independence between Y and Z given λ0(X) where λ0 is an unknown parametric or nonparametric real-valued func-tion and a consistent estimator λ ̂ is available.
Kyungchul Song
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Gundy-Varopoulos martingale transforms and their projection operators
, 2019 I will talk about the dimension-free $L^p$ boundedness of operators on manifolds obtained as conditional expectations of martingale transforms à la Gundy-Varopoulos.
Chen, Li
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Generalized spectral tests for the martingale difference hypothesis. [PDF]
This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco, Carlos, Escanciano, Juan Carlos
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Sharp inequalities for the Haar system and martingale transforms
, 2016 A classical result of Paley and Marcinkiewicz asserts that the Haar system on [0; 1] forms an unconditional basis in Lp provided 1 < p < ∞.
Osękowski, Adam
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On the Iterated Martingale Transforms
On the Iterated Martingale Transformsapplication/pdf Let f=(fn,Fn)_{n≥0} be a martingale on some filtered complete probability space (Ω,F,P) with the usual conditions. We define the iterated martingale transforms I^{(m)}(f) = (In^≤{(m)},(Fn)) (m≥1) with respect to f, the discrete analogues of the iterated stochastic integrals.
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