On weak approximations of (a, b)-invariant diffusions

2007 ◽  
Vol 74 (1) ◽  
pp. 20-28 ◽  
Author(s):  
Vigirdas Mackevičius
Keyword(s):  
Weak Approximations

scholarly journals Weak approximations of Wright-Fisher equation

2021 ◽  
Vol 62 ◽  
pp. 23-26
Author(s):  
Gabrielė Mongirdaitė ◽  
Vigirdas Mackevičius
Keyword(s):  
Fisher Equation ◽  
Fisher Model ◽  
Weak Approximations

We construct weak approximations of the Wright-Fisher model and illustrate their accuracy by simulation examples.

On weak approximations of -statistics

2009 ◽  
Vol 79 (13) ◽  
pp. 1528-1535 ◽  
Author(s):  
Masoud M. Nasari
Keyword(s):  
Weak Approximations

scholarly journals The Stratonovich heat equation: a continuity result and weak approximations

2013 ◽  
Vol 18 (0) ◽  
Author(s):  
Aurélien Deya ◽  
Maria Jolis ◽  
Lluís Quer-Sardanyons
Keyword(s):  
Heat Equation ◽  
Continuity Result ◽  
Weak Approximations

Weak approximations for empirical Lorenz curves and their Goldie inverses of stationary observations

1999 ◽  
Vol 31 (3) ◽  
pp. 698-719 ◽  
Author(s):  
Miklós Csörgő ◽  
Hao Yu
Keyword(s):  
Approximation Theory ◽  
Weak Approximation ◽  
Lorenz Curves ◽  
Weak Approximations ◽  
Empirical And Quantile Processes ◽  
Quantile Processes

By using Chibisov-O'Reilly type theorems for uniform empirical and quantile processes based on stationary observations, we establish a weak approximation theory for empirical Lorenz curves and their inverses used in economics. In particular, we obtain weak approximations for empirical Lorenz curves and their inverses also under the assumptions of mixing dependence, often used structures of dependence for observations.

Sign in / Sign up

Export Citation Format

Share Document