[图书][B] Ambit stochastics
OE Barndorff-Nielsen, FE Benth, AED Veraart - 2018 - Springer
Ambit Stochastics has emerged as a new field in probability theory during the last decade.
While there are still many open questions and challenges, we think that the time is right to …
While there are still many open questions and challenges, we think that the time is right to …
[PDF][PDF] FITTING TRANSGRESSIVE VARIABLES INTO FINANCIAL MODELS IN EASTERN CROATIA
D Sajter - Economic and Social Development: Book of …, 2022 - esd-conference.com
The purpose of this paper is to examine the possibilities of fitting distinct transgressive
variables in an underdeveloped context of financial econometric models based and set up in …
variables in an underdeveloped context of financial econometric models based and set up in …
Stable convergence in statistical inference and numerical approximation of stochastic processes
N Thamrongrat - 2016 - archiv.ub.uni-heidelberg.de
Stable convergence is a type of convergence of random variables, which is stronger than
weak convergence but weaker than convergence in probability. It has been used in …
weak convergence but weaker than convergence in probability. It has been used in …