Large deviation estimate of transition densities for jump processes
Yasushi Ishikawa (1997)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Irregular sampling and central limit theorems for power variations : the continuous case”
Large deviation estimate of transition densities for jump processes
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Sanjar Aspandiiarov, Roudolf Iasnogorodski (1999)
Annales de l'I.H.P. Probabilités et statistiques
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Statistical analysis of the generalized additive semiparametric survival model with random covariates.
Vacys Bagdonavicius, Mikhail Nikulin (1997)
Qüestiió
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Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.
Second-order asymptotic expansion for a non-synchronous covariation estimator
Arnak Dalalyan, Nakahiro Yoshida (2011)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers [ (2005) 359–379, (2008) 367–406], we derive second-order asymptotic expansions for the distribution of the Hayashi–Yoshida estimator in a fairly general setup including random sampling schemes and non-anticipative random drifts. The key steps leading to our results are a second-order...
A version of the Harris-Spitzer "random constant velocity" model for infinite systems of particles
Wojciech Szatzschneider (1978)
Studia Mathematica
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Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
H. Djellout, A. Guillin, L. Wu (2006)
Annales de l'I.H.P. Probabilités et statistiques
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