Örsal, Deniz Dilan Karaman; Droge, Bernd - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as … these moments by simulating a certain statistic, which converges weakly to the asymptotic trace statistic. To accomplish … this we show that the moments of the mentioned statistic converge to those of the asymptotic trace statistic as the time …