The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
As in preceding papers in
which we studied the limits of penalized 1-dimensional Wiener
measures with certain functionals Γt, we obtain here the
existence of the limit, as t → ∞, of d-dimensional Wiener
measures penalized by a function of the maximum up to time t of
the Brownian winding process (for d = 2), or in {d}≥ 2
dimensions for Brownian motion
prevented to exit a cone before time t.
Various extensions of these multidimensional penalisations are
studied, and the limit laws are described....
In this paper we obtain root-n consistency and functional central limit
theorems in weighted L1-spaces for plug-in estimators of the
two-step transition density in the classical stationary linear autoregressive
model of order one, assuming essentially only
that the innovation density has bounded variation.
We also show that plugging in a properly weighted residual-based
kernel estimator for the unknown innovation density
improves on plugging in an unweighted residual-based kernel estimator....
Currently displaying 1 –
10 of
10