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Fluid limits for the queue length of jobs in multiserver open queueing networks

Minkevičius, Saulius - In: RAIRO / Operations research 48 (2014) 3, pp. 349-363

Persistent link: https://www.econbiz.de/10010530194

Noncooperative oligopoly in markets with a continuum of traders : a limit theorem a ̀la Cournot

Busetto, Francesca; Codognato, Giulio; Ghosal, Sayantan - 2014

Persistent link: https://www.econbiz.de/10010346574

Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter

Woerner, Jeannette H. C. - 2003

Persistent link: https://www.econbiz.de/10009581651

Estimation of integrated volatility in stochastic volatility models

Woerner, Jeannette H. C. - 2003

Persistent link: https://www.econbiz.de/10009581654

Variational sums and power variation : a unifying approach to model selection and estimation in semimartingale models

Woerner, Jeannette H. C. - 2002

Persistent link: https://www.econbiz.de/10009581659

Ergodic theorems for queuing systems with dependent inter-arrival times

Lovas, Attila; Rásonyi, Miklós - In: Operations research letters 49 (2021) 5, pp. 682-687

Persistent link: https://www.econbiz.de/10013207427

On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation

Madan, Dilip B.; Pistorius, M.; Stadje, M. - In: Finance and stochastics 21 (2017) 4, pp. 1073-1102

Persistent link: https://www.econbiz.de/10011944476

Efficiency in large markets with firm heterogeneity

Dhingra, Swati; Morrow, John - In: Research in economics : an international review of economics 71 (2017) 4, pp. 718-728

Persistent link: https://www.econbiz.de/10011879052

Efficiency in large markets with firm heterogeneity

Dhingra, Swati; Morrow, John - 2017

Persistent link: https://www.econbiz.de/10011737801

Weak convergence to the t-distribution

Schluter, Christian; Trede, Mark - Center for Quantitative Economics (CQE), … - 2011

We present a new limit theorem for random means: if the sample size is not deterministic but has a negative binomial or geometric distribution, the limit distribution of the normalised random mean is a t-distribution with degrees of freedom depending on the shape parameter of the negative...

Persistent link: https://www.econbiz.de/10009320157