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Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments

Roussas, George; Bhattacharya, Debasis - In: Statistical Inference for Stochastic Processes 12 (2009) 2, pp. 185-201

Persistent link: https://www.econbiz.de/10005004375

A new method to solve the fully connected Reserve Network Design Problem

Jafari, Nahid; Hearne, John - In: European Journal of Operational Research 231 (2013) 1, pp. 202-209

In selecting sites for conservation purposes connectivity of habitat is important for allowing species to move freely within a protected area. The aim of the Reserve Network Design Problem is to choose a network of contiguous sites which maximises some conservation objective subject to various...

Persistent link: https://www.econbiz.de/10010682480

The Geo-Politics of Forced Migration in Africa, 1992â€”2001

Iqbal, Zaryab - In: Conflict Management and Peace Science 24 (2007) 2, pp. 105-119

Of the consequences of war, the movement of large numbers of displaced peoples across international borders is among the most significant. I examine the determinants of international refugee flows in Africa during the period from 1992 to 2001. I begin with a gravity model of refugee flows, which...

Persistent link: https://www.econbiz.de/10010770270

Signal Detection in High Dmension: The Multispiked Case

Hallin, Marc; Onatski, Alexei; Moreira J., Marcelo - European Centre for Advanced Research in Economics and … - 2012

This paper deals with the local asymptotic structure, in the sense ofLe Cam’s asymptotic theory of statistical experiments, of the signal detectionproblem in high dimension. More precisely, we consider the problemof testing the null hypothesis of sphericity of a high-dimensional...

Persistent link: https://www.econbiz.de/10010584128

Estimating discontinuous periodic signals in a time inhomogeneous diffusion

Höpfner, Reinhard; Kutoyants, Yury - In: Statistical Inference for Stochastic Processes 13 (2010) 3, pp. 193-230

Persistent link: https://www.econbiz.de/10008775919

Upper and lower bounds for the sales force deployment problem with explicit contiguity constraints

Haase, Knut; Müller, Sven - In: European Journal of Operational Research 237 (2014) 2, pp. 677-689

contiguity constraints based on flow variables. In a series of computational studies we consider instances which may occur in the …

Persistent link: https://www.econbiz.de/10011097827

Asymptotic arbitrage and numéraire portfolios in large financial markets

Rokhlin, Dmitry - In: Finance and Stochastics 12 (2008) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10005390656

Asymptotic arbitrage in large financial markets

Kabanov, Y.M.; Kramkov, D.O. - In: Finance and Stochastics 2 (1998) 2, pp. 143-172

the absence of asymptotic arbitrage of the first kind is equivalent to the contiguity of sequence of objective … arbitrage of the second kind is equivalent to the contiguity of the sequence of lower envelopes of equivalent martingale … measures with respect to the sequence of objective probabilities. We express criteria of contiguity in terms of the Hellinger …

Persistent link: https://www.econbiz.de/10005390675

Efficient Estimation in a Semiparametric Autoregressive Model

Schick, Anton - In: Statistical Inference for Stochastic Processes 2 (1999) 1, pp. 69-98

Persistent link: https://www.econbiz.de/10005391499

Housing Market Dynamics and Regional Migration in Britain

Cameron, Gavin; Muellbauer, John; Murphy, Anthony - C.E.P.R. Discussion Papers - 2006

Economic conditions exert a strong influence on regional migration. On the one hand, strong labour market conditions, as exemplified by low unemployment rates and high earnings, draw migrants into regions. On the other hand, strong housing market conditions can prevent movement since expensive...

Persistent link: https://www.econbiz.de/10005666563