Asymptotics for the $L^p$-deviation of the variance estimator under diffusion

Paul Doukhan; José R. León

Displaying similar documents to “Asymptotics for the $L^{p}$ -deviation of the variance estimator under diffusion”

Some mean convergence and complete convergence theorems for sequences of $m$ -linearly negative quadrant dependent random variables

Yongfeng Wu, Andrew Rosalsky, Andrei Volodin (2013)

Applications of Mathematics

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The structure of linearly negative quadrant dependent random variables is extended by introducing the structure of $m$ -linearly negative quadrant dependent random variables ( $m = 1, 2, \dots$ ). For a sequence of $m$ -linearly negative quadrant dependent random variables ${X_{n}, n \geq 1}$ and $1 < p < 2$ (resp. $1 \leq p < 2$ ), conditions are provided under which $n^{- 1 / p} \sum_{k = 1}^{n} (X_{k} - E X_{k}) \to 0$ in $L^{1}$ (resp. in $L^{p}$ ). Moreover, for $1 \leq p < 2$ , conditions are provided under which $n^{- 1 / p} \sum_{k = 1}^{n} (X_{k} - E X_{k})$ converges completely to $0$ . The current work extends some results of Pyke and Root (1968) and it extends and...

Central limit theorem for solutions of random initialized differential equations: a simple proof.

Iribarren, Ileana, León, José R. (2006)

Journal of Applied Mathematics and Stochastic Analysis

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The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in $𝕃^{p}$

Jérôme Dedecker, Florence Merlevède (2007)

ESAIM: Probability and Statistics

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Considering the centered empirical distribution function as a variable in $𝕃^{p} (μ)$ , we derive non asymptotic upper bounds for the deviation of the $𝕃^{p} (μ)$ -norms of as well as central limit theorems for the empirical process indexed by the elements of generalized Sobolev balls. These results are valid for a large class of dependent sequences, including non-mixing processes and some dynamical systems.

Exponential inequalities for sums of weakly dependent variables.

Delyon, Bernard (2009)

Electronic Journal of Probability [electronic only]

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Small-time behaviour of Lévy processes.

Doney, R.A. (2004)

Electronic Journal of Probability [electronic only]

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Onsager-Machlup functional for stochastic evolution equations

Xavier Bardina, Carles Rovira, Samy Tindel (2003)

Annales de l'I.H.P. Probabilités et statistiques

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Unscented filtering from delayed observations with correlated noises.

Hermoso-Carazo, A., Linares-Pérez, J. (2009)

Mathematical Problems in Engineering

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Displaying similar documents to “Asymptotics for the L p -deviation of the variance estimator under diffusion”

Some mean convergence and complete convergence theorems for sequences of m -linearly negative quadrant dependent random variables

Central limit theorem for solutions of random initialized differential equations: a simple proof.

The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in 𝕃 p

Exponential inequalities for sums of weakly dependent variables.

Small-time behaviour of Lévy processes.

Onsager-Machlup functional for stochastic evolution equations

Unscented filtering from delayed observations with correlated noises.

Displaying similar documents to “Asymptotics for the $L^{p}$ -deviation of the variance estimator under diffusion”

Some mean convergence and complete convergence theorems for sequences of $m$ -linearly negative quadrant dependent random variables

The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in $𝕃^{p}$