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Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
Pubbl/distr/stampa New York, : Fields institute for research in the mathematical sciences, : Springer, 2015
Descrizione fisica XVI, 406 p. ; 24 cm
Soggetto topico 60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020]
60K37 - Processes in random environments [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60F15 - Strong limit theorems [MSC 2020]
62-XX - Statistics [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]
62G30 - Order statistics; empirical distribution functions [MSC 2020]
Soggetto non controllato Applied probability
Central Limit Theorem
Change-point problems
Functional limit theorems
Laws of large numbers
Planar processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0113169
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
High-Frequency Statistics with Asynchronous and Irregular Data / Ole Martin
Autore Martin, Ole
Pubbl/distr/stampa Wiesbaden, : Springer spektrum, 2019
Descrizione fisica xiii, 323 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
Soggetto non controllato Asynchronous data
Asynchronous observations
Bootstrap
Bootstrapping asymptotic laws
Central limit theorems
Common jumps
Estimating quadratic covariation
High-frequency statistics
Irregular data
Laws of large numbers
Quadratic covariation
Quantitative Finance
Random observation schemes
Random observations
Test for common jumps
Test for jumps
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0126614
Martin, Ole  
Wiesbaden, : Springer spektrum, 2019
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui