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Probability Measure
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Convergence of probability measures
Convergence of probability measures,Patrick Billingsley
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Convergence of probability measures
(
Citations: 4887
)
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Patrick Billingsley
Published in 1971.
Cumulative
Annual
Citation Context
(1935)
...But then, by the Cram´erWold device (Billingsley [
7
], p.49), (W(T),XN) is also asymp...
...W is a onedimensional Brownian motion independent of W, [Nt] denotes the integer part of Nt (see Billingsley [
7
], p.68)...
Paul Glasserman
.
RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT
...Let
C
(Ω) and
C
(ℰ) denote the spaces of continuous functions equipped with usual supremum norm, and
C
*(Ω) and
C
*(ℰ) be their corresponding topological dual spaces taken with the weak star topology which is equivalent to the Prohorov metric topology
40
,
41
used in the static games in
4
...
H. T. Banks
,
et al.
A zerosum electromagnetic evader–interrogator differential game with ...
...gif"/>,
r
, and
K
such that where ρ(·) denotes the Prohorov metric (Billingsley
1999
) on the set of all probability measures on the unit circle and where π
^{0}
_{ j }
's are as in Condition (C...
Ranjan Maitra
,
et al.
Bootstrapping for Significance of Compact Clusters in Multidimensional...
...By [
5
, Theorem 7...
Fazia Bedouhene
,
et al.
BochnerAlmost Periodicity for Stochastic Processes
...Tightness can be verified by checking a tightness criterion in
Billingsley (1968, p. 95)
...
...The conditional process n −1/2 U ∗ ( ˜ θ d , λd , 1) consists of a sum of n independent random variables at each fixed λd .I f we regard{vi } as random and {Ti ,δ i , Zi (·)} as fixed in U ∗ ( ˜ θ d , λd , 1), it can be shown to converge weakly to a mean zero Gaussian process by applying the LindebergFeller theorem and by verifying a tightness criterion (
Billingsley 1968, p. 95
)...
Chunpeng Fan
,
et al.
Optimal inferences for proportional hazards model with parametric cova...
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Citations
(4887)
Seminonparametric estimation of independently and identically repeated firstprice auctions via an integrated simulated moments method
(
Citations: 3
)
Herman J. Bierens
,
Hosin Song
Journal:
Journal of Econometrics  J ECONOMETRICS
, 2012
RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT
(
Citations: 1
)
Paul Glasserman
Journal:
Mathematical Finance  MATH FINANC
, 2012
A zerosum electromagnetic evader–interrogator differential game with uncertainty
(
Citations: 1
)
H. T. Banks
,
Shuhua Hu
Journal:
Applicable Analysis
, vol. aheadofp, no. aheadofp, pp. 130, 2012
Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
Ranjan Maitra
,
Volodymyr Melnykov
,
Soumendra N. Lahiri
Journal:
Journal of The American Statistical Association  J AMER STATIST ASSN
, vol. 107, no. 497, pp. 378392, 2012
BochnerAlmost Periodicity for Stochastic Processes
Fazia Bedouhene
,
Omar Mellah
,
Paul Raynaud de Fitte
Journal:
Stochastic Analysis and Applications  STOCHASTIC ANAL APPL
, vol. 30, no. 2, pp. 322342, 2012