<--- Back to Details
First PageDocument Content
Stochastic processes / Statistical theory / Central limit theorem / Normal distribution / Convergence of random variables / Wiener process / Continuous function / Sufficient statistic / Itō diffusion / Statistics / Mathematical analysis / Mathematics
Date: 2013-03-12 21:12:21
Stochastic processes
Statistical theory
Central limit theorem
Normal distribution
Convergence of random variables
Wiener process
Continuous function
Sufficient statistic
Itō diffusion
Statistics
Mathematical analysis
Mathematics

A CLT for empirical processes involving time-dependent data

Add to Reading List

Source URL: www.math.wisc.edu

Download Document from Source Website

File Size: 238,03 KB

Share Document on Facebook

Similar Documents

Large time asymptotics for the density of a branching Wiener process P´al R´ev´esz, Jay Rosen∗ and Zhan Shi Technische Universit¨ at Wien, City University of New York & Universit´e Paris VI

DocID: 1suBI - View Document

Probability theory / Stochastic processes / Mathematical analysis / Probability / Brownian motion / It calculus / FeynmanKac formula / Stochastic calculus / Quadratic variation / Lvy process / It diffusion / Wiener process

8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

DocID: 1rrfB - View Document

Economy / Finance / Money / Mathematical finance / Stochastic processes / Financial economics / Futures markets / Martingale theory / Forward price / Futures contract / Forward contract / Wiener process

Options on Energy Portfolios in an HJM Framework Thomas Lyse Hansen1 and Bjarne Astrup Jensen2 This version: January 13, 2007

DocID: 1qSCT - View Document

Probability theory / Stochastic processes / Mathematical analysis / Probability / Statistical mechanics / Lvy processes / Stochastic differential equations / Albert Einstein / Brownian motion / Local time / It diffusion / Wiener process

Acta Math., ), @ 2001 by Institut Mittag-Leflter. All rights reserved Thick points for planar Brownian motion and the ErdSs-Taylor conjecture on random walk by

DocID: 1q6Re - View Document

Stochastic processes / Brownian motion / Wiener process / Normal distribution / Random walk / Markov chain / Stable distribution / Prior probability / Ancestral reconstruction / Catalog of articles in probability theory

Bottlenecks drive temporal and spatial genetic changes in alpine caddisfly metapopulations

DocID: 1puGw - View Document