For a Lévy process X having finite variation on compact sets and finite first moments, u (dx) = xv (dx) is a finite signed measure which completely describes the jump dynamics. We construct kernel estimators for linear functionals of u and provide rates of convergence under regularity...

Für die Käufer von Sammelbildern stellt sich häufig die Frage, wie viele Käufe sie tätigen müssen, um eine bestimmte Anzahl von Bildern, die zu Gruppen in Tüten verpackt sind, zu erhalten. Zur Lösung dieser und ähnlicher Fragen untersuchen wir Verallgemeinerungen des Belegungsproblems...

Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n = 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The...

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An urn contains balls of d = 2 colors. At each time n = 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j, a few CLT's are available for such urns....

In this note we propose model selection criteria (MSC) for unconditional moment models using empirical likelihood (EL) statistics in the construction of the MSC The use of EL-statistics in lieu of the more common J-statistics leads to a much more transparent interpretation of the MSC by...

First and higher order digits in data sets of natural and socio-economic processes often follow a distribution called Benford's law. This phenomenon has been used in many business and scientific applications, especially in fraud detection for financial data. In this paper, we analyse whether...

When calculating the cost of entering into a credit transaction the predominant stochastic component is the expected loss. Often in the credit business the one-year probability of default of the liable counterpart is the only reliable parameter. We use this probability to calculating the exact...

A large market economy has a huge number of degrees of freedom with weak microlevel coordination. The 'implicit microfoundations' approach assumes this property of micro-level interactions more strongly conditions macro-level outcomes compared to the precise details of individual choice...