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Found 508 Documents (Results 101–200)

A Markov chain estimator of multivariate volatility from high frequency data. (English) Zbl 1359.62344

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 361-394 (2016).
MSC:  62M05 60J22 62P05
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Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English) Zbl 1354.60019

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016).
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Characterising Ocone local martingales with reflections. (English) Zbl 1311.60048

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 167-180 (2013).
MSC:  60G44 60G15 60J65
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A characterization of small and large time limit laws for self-normalized Lévy processes. (English) Zbl 1277.60083

Eichelsbacher, Peter (ed.) et al., Limit theorems in probability, statistics and number theory. In honor of Friedrich Götze on the occasion of his 60th birthday. Selected papers based on the presentations at the workshop, Bielefeld, Germany, August 4–6, 2011. Berlin: Springer (ISBN 978-3-642-36067-1/hbk; 978-3-642-36068-8/ebook). Springer Proceedings in Mathematics & Statistics 42, 141-169 (2013).
MSC:  60G51 60F05 60F17
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Probabilistic approximation of solutions of the Cauchy problem for some evolution equations. (English. Russian original) Zbl 1279.60085

J. Math. Sci., New York 188, No. 6, 700-716 (2013); translation from Zap. Nauchn. Semin. POMI 396, 111-143 (2012).
MSC:  60H30 35K20 60G51
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Using the direct and indirect control to stabilize some classes of uncertain systems. I. continuous systems. (English. Russian original) Zbl 1268.93112

Autom. Remote Control 73, No. 8, 1337-1349 (2012); translation from Avtom. Telemekh. 2012, No. 8, 76-90 (2012).
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On parameter-measurability of the stochastic integral with respect to the two-parameter strong martingale. (English. Russian original) Zbl 1245.60053

Theory Probab. Appl. 56, No. 1, 132-140 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 159-167 (2011).
MSC:  60H05 60G44 60G07
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