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Robust confidence regions for incomplete models
Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 5, pp. 1799-1838
Persistent link: https://www.econbiz.de/10011741992
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Asymptotic Properties of a Supercritical Branching Process with Immigration in a Random Environment
Wang, Yanqing; Liu, Quansheng - In: Stochastics and Quality Control 36 (2022) 2, pp. 145-155
Abstract This is a short survey about asymptotic properties of a supercritical branching process (Z_{n}) with immigration in a stationary and ergodic or independent and identically distributed random environment. We first present basic properties of the fundamental submartingale (W_{n}) , about...
Persistent link: https://www.econbiz.de/10014591062
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Applications of central limit theorems for equity-linked insurance
Feng, Runhuan; Shimizu, Yasutaka - In: Insurance / Mathematics & economics 69 (2016), pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
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Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu; Fukasawa, Masaaki - In: Finance and stochastics 20 (2016) 2, pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
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Testing for independence between functional time series
Horváth, Lajos; Rice, Gregory - In: Journal of econometrics 189 (2015) 2, pp. 371-382
Persistent link: https://www.econbiz.de/10011504560
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Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao - In: The econometrics journal 18 (2015) 3, pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
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Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi - In: Journal of econometrics 221 (2021) 2, pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
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Limit theorems for network dependent random variables
Kojevnikov, Denis; Marmer, Vadim; Song, Kyungchul - In: Journal of econometrics 222 (2021) 2, pp. 882-908
Persistent link: https://www.econbiz.de/10012619804
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An elementary proof of Peng's central limit theorem under sub-linear expectations
Chen, Zengjing; Zhang, Ziwu - In: International journal of financial engineering 7 (2020) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10012602954
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A simulation-optimization framework for generating dynamic dispatching rules for stochastic job shop with earliness and tardiness penalties
Gohareh, Mehdy Morady; Mansouri, Ehsan - In: Computers & operations research : and their … 140 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013173501