標(biāo)題: Titlebook: Discretization of Processes; Jean Jacod,Philip Protter Book 2012 Springer-Verlag Berlin Heidelberg 2012 60F05, 60G44, 60H10, 60H35, 60J75, [打印本頁] 作者: clannish 時間: 2025-3-21 19:56
書目名稱Discretization of Processes影響因子(影響力)
書目名稱Discretization of Processes影響因子(影響力)學(xué)科排名
書目名稱Discretization of Processes網(wǎng)絡(luò)公開度
書目名稱Discretization of Processes網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Discretization of Processes被引頻次
書目名稱Discretization of Processes被引頻次學(xué)科排名
書目名稱Discretization of Processes年度引用
書目名稱Discretization of Processes年度引用學(xué)科排名
書目名稱Discretization of Processes讀者反饋
書目名稱Discretization of Processes讀者反饋學(xué)科排名
作者: 假裝是你 時間: 2025-3-21 22:13
0172-4568 nterest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biolo978-3-642-26950-9978-3-642-24127-7Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: 無力更進(jìn) 時間: 2025-3-22 01:00
https://doi.org/10.1007/978-3-319-50219-9hem here..Section 2.2 is devoted to recalling facts about the convergence of processes, starting with a quick reminder about the Skorokhod topology. Here, special emphasis is put on ., which is central for almost all statistical applications of the results of this book. Again, the proofs of most res作者: 問到了燒瓶 時間: 2025-3-22 06:57 作者: Substance-Abuse 時間: 2025-3-22 10:00 作者: 鋼筆尖 時間: 2025-3-22 16:44 作者: 鋼筆尖 時間: 2025-3-22 18:36 作者: aggressor 時間: 2025-3-23 00:02 作者: 假 時間: 2025-3-23 03:53
Laws of Large Numbers: The Basic Resultson scheme goes to 0..In contrast, the Law of Large Numbers for the normalized functionals .′.(.,.), in which the argument of the test function . is taken to be the increment of . on each discretization interval, divided by the square-root of its length, holds only for It? semimartingales and for reg作者: 討好女人 時間: 2025-3-23 06:21
Central Limit Theorems: Technical Toolsted to a description of the limiting processes occurring in the various Central Limit Theorems, and which are processes with “conditionally independent increments”. Sections 4.2 and 4.3 provide general criteria for stable convergence in law, when the limit is a continuous process (Sect. 4.3) or a po作者: 典型 時間: 2025-3-23 10:02 作者: Omniscient 時間: 2025-3-23 16:19 作者: Compassionate 時間: 2025-3-23 19:48
Discretization of Processes978-3-642-24127-7Series ISSN 0172-4568 Series E-ISSN 2197-439X 作者: amphibian 時間: 2025-3-23 23:31
Jean Jacod,Philip ProtterThe first and so far the only book in this area.Presents the important results in a coherent and unified manner.Includes systematic, creative and original ways to use sophisticated (but highly technic作者: Concrete 時間: 2025-3-24 06:09 作者: Infuriate 時間: 2025-3-24 06:45
https://doi.org/10.1007/978-3-642-24127-760F05, 60G44, 60H10, 60H35, 60J75, 60G51, 60G57; asymptotic error; central limit theorem for stochasti作者: 一夫一妻制 時間: 2025-3-24 13:39 作者: 壓碎 時間: 2025-3-24 18:31
Sustainable Biofuels Development in India setting: the underlying process . is a one-dimensional Lévy process which is either continuous, or has finitely many jumps in finite intervals. The process is discretized along a regular grid of mesh .. which eventually goes to 0, and we introduce two kinds of functionals of interest for this setti作者: assail 時間: 2025-3-24 21:57
https://doi.org/10.1007/978-3-319-50219-9f these topics are prerequisites for the rest of the book..In Sect. 2.1 the main properties of semimartingales are recalled, with a special emphasis on a description of the so-called .. We also recall basic features of the characteristics of a semimartingale. Most of the results established in this 作者: 切割 時間: 2025-3-25 01:33 作者: 利用 時間: 2025-3-25 06:20 作者: Repatriate 時間: 2025-3-25 11:25
Rebecca L. Bakal,Monica R. McLemorethe one for the unnormalized functionals ..(.,.) is in Sect. 5.1, whereas Sects. 5.2 and 5.3 provide the ones for the normalized functionals .′.(.,.). In both cases, . needs to be an It? semimartingale, and only regular discretization schemes are considered..Section 5.4 contains the Central Limit Th作者: Capitulate 時間: 2025-3-25 11:42 作者: 極力證明 時間: 2025-3-25 17:22 作者: offense 時間: 2025-3-25 20:21
Robert Vale,Brenda Vale,Tran Thuc Handerlying process .. This covers two different situations: . In Sects. 8.2 and 8.3 the Laws of Large Numbers for the unnormalized functionals are presented, for a fixed number . or an increasing number .. of increments, respectively: the methods and results are deeply different in the two cases. In c作者: 有組織 時間: 2025-3-26 01:13 作者: BUOY 時間: 2025-3-26 07:26
https://doi.org/10.1007/978-981-99-8842-6e now . for a function . on .×?.×?., where . is the dimension of ., and it is the same for the normalized functional upon dividing the increment by ...Sections 10.1 and 10.2 are devoted to unnormalized functionals, in two situations: first we treat the case for a “general” test function ., satisfyin作者: neoplasm 時間: 2025-3-26 11:48 作者: 顯赫的人 時間: 2025-3-26 14:40
Reference work 2020Latest editionand ....→0..In this setting, the Central Limit Theorems are considerably more difficult to prove, and the rate of convergence becomes . instead of .. Unnormalized and normalized functionals are studied in Sects.?12.1 and?12.2, respectively..No specific application is given in this chapter, but it is作者: Spangle 時間: 2025-3-26 17:49 作者: Spina-Bifida 時間: 2025-3-27 00:59 作者: 名字的誤用 時間: 2025-3-27 01:32 作者: 整潔 時間: 2025-3-27 08:41
Some Prerequisitesf these topics are prerequisites for the rest of the book..In Sect. 2.1 the main properties of semimartingales are recalled, with a special emphasis on a description of the so-called .. We also recall basic features of the characteristics of a semimartingale. Most of the results established in this 作者: Glaci冰 時間: 2025-3-27 12:13 作者: 斷言 時間: 2025-3-27 15:16
Central Limit Theorems: Technical Tools chapter..The reason for presenting this material in a separate chapter is that Central Limit Theorems have rather long proofs, but for the functionals previously considered, as well as for more general functionals to be seen in the forthcoming chapters, the proofs are always based on the same ideas作者: Affable 時間: 2025-3-27 18:20 作者: 易發(fā)怒 時間: 2025-3-27 23:53
Integrated Discretization Errorbtained by discretization of the It? semimartingale . along a regular grid with stepsize .., we study the integrated error: this can be . or, in the .. sense, ...In both cases, and if . is .., these functionals, suitably normalized, converge to a non-trivial limiting process. In the first case, the 作者: 使成核 時間: 2025-3-28 04:12
First Extension: Random Weightsced by . for a function . on .×?.×?., where . is the dimension of ., and likewise for the functional .′.(.,.). The results are perhaps obvious generalizations of those of Chap. ., the main difficulty being to establish the assumptions on . ensuring the convergence..The motivation for this is to solv作者: 階層 時間: 2025-3-28 07:55
Second Extension: Functions of Several Incrementsderlying process .. This covers two different situations: . In Sects. 8.2 and 8.3 the Laws of Large Numbers for the unnormalized functionals are presented, for a fixed number . or an increasing number .. of increments, respectively: the methods and results are deeply different in the two cases. In c作者: 平淡而無味 時間: 2025-3-28 12:24
Third Extension: Truncated Functionalsler (upward truncation) or bigger (downward truncation) in absolute value than some level ..>0. This level .. depends on the mesh .. and typically goes to 0 as ..→0. This allows one to disentangle the “jump part” and the “Brownian part” of the It? semimartingale: when interested by jumps, one consid作者: Heretical 時間: 2025-3-28 16:58 作者: 刪減 時間: 2025-3-28 21:08
The Central Limit Theorem for Functions of a Finite Number of Incrementsunction is fixed..For unnormalized functionals, studied in Sect.?11.1, this is a rather straightforward extension of the Central Limit Theorems given in Chap.?...In Sect.?11.2, normalized functionals are considered. In this case, the situation is much more complicated than in Chap.?., because two su作者: 幼兒 時間: 2025-3-29 02:48
The Central Limit Theorem for Functions of an Increasing Number of Incrementsand ....→0..In this setting, the Central Limit Theorems are considerably more difficult to prove, and the rate of convergence becomes . instead of .. Unnormalized and normalized functionals are studied in Sects.?12.1 and?12.2, respectively..No specific application is given in this chapter, but it is作者: fibroblast 時間: 2025-3-29 05:48 作者: 詢問 時間: 2025-3-29 11:17 作者: 關(guān)節(jié)炎 時間: 2025-3-29 14:35
Integrated Discretization Errorproper normalization is 1/.., exactly as if . were a non-random function with bounded derivative. In the second case, one would expect the normalizing factor to be ., at least when .≥2: this is what happens when . is continuous, but otherwise the normalizing factor is 1/.., regardless of .≥2.作者: Externalize 時間: 2025-3-29 18:18 作者: colloquial 時間: 2025-3-29 20:01
Reference work 2020Latest editionUnnormalized and normalized functionals are studied in Sects.?12.1 and?12.2, respectively..No specific application is given in this chapter, but it is a necessary step for studying semimartingales contaminated by an observation noise, and we treat this in Chap.?..作者: Obscure 時間: 2025-3-30 03:43 作者: giggle 時間: 2025-3-30 06:15
Renuka Kuber Wazalwar,Priti Pandeyents, is given in Sect. 9.2..Sections 9.3, 9.4 and 9.5 are concerned with a “l(fā)ocal approximation” of the volatility, using downward truncated normalized functionals: assuming a suitable regularity of the volatility process .., the aim is to estimate .. (or rather its “square” .). Statistical applications are given in Sect. 9.6.作者: ITCH 時間: 2025-3-30 10:14
Minu Agarwal,Swetha AB,Atisha Jainy and for the detection of jumps of the process .. Using functions of several increments (and in particular multipower variations) allows one to estimate the integrated volatility even when the process . has jumps.作者: VEN 時間: 2025-3-30 14:43
Catherine O. Ryan,William D. Browningtself) is asymptotically a white noise..Applications to the estimation of the integrated volatility are given in Sect.?13.4; in particular a thorough comparison between the methods based on multipower variations and those based on downward truncated functionals is presented.
