Displaying similar documents to “Asymptotic distributions οf linear combinations of order statistics”

Functionals of spatial point processes having a density with respect to the Poisson process

Viktor Beneš, Markéta Zikmundová (2014)

Kybernetika

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U -statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Itô chaos expansion. In the second half we obtain more explicit results for a system of U -statistics of some parametric models in stochastic geometry. In the logarithmic form functionals are connected to Gibbs models. There is an inequality...

Limits of Bayesian decision related quantities of binomial asset price models

Wolfgang Stummer, Wei Lao (2012)

Kybernetika

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We study Bayesian decision making based on observations X n , t : t ∈ { 0 , T n , 2 T n , ... , n T n } ( T > 0 , n ∈ ℕ ) of the discrete-time price dynamics of a financial asset, when the hypothesis a special n -period binomial model and the alternative is a different n -period binomial model. As the observation gaps tend to zero (i. e. n → ∞ ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...