Statistical Skorohod embedding problem: Optimality and asymptotic normality

Statistics & Probability Letters ◽

10.1016/j.spl.2015.05.015 ◽

2015 ◽

Vol 104 ◽

pp. 169-180 ◽

Cited By ~ 1

Author(s):

Denis Belomestny ◽

John Schoenmakers

Keyword(s):

Asymptotic Normality ◽

Embedding Problem ◽

Skorohod Embedding

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Asymptotic normality of processes with a branching structure

Communication in Statistics- Theory and Methods ◽

10.1080/03610929808828951 ◽

1998 ◽

Vol 14 (4) ◽

pp. 833-848

Author(s):

Malcolm P. Quine ◽

Władysław Szczotka

Keyword(s):

Asymptotic Normality

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Operational risk models and asymptotic normality of maximum likelihood estimation

The Journal of Operational Risk ◽

10.21314/jop.2016.183 ◽

2016 ◽

Vol 11 (4) ◽

pp. 55-78 ◽

Cited By ~ 1

Author(s):

Paul Larsen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Normality ◽

Operational Risk ◽

Likelihood Estimation ◽

Risk Models

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Asymptotic normality for discretely observed Markov jump processes with an absorbing state

Statistics & Probability Letters ◽

10.1016/j.spl.2014.03.010 ◽

2014 ◽

Vol 90 ◽

pp. 136-139 ◽

Cited By ~ 6

Author(s):

Alexander Kremer ◽

Rafael Weißbach

Keyword(s):

Asymptotic Normality ◽

Jump Processes ◽

Markov Jump ◽

Markov Jump Processes ◽

Absorbing State

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Asymptotic Normality of an Estimator of an Infinite-dimensional Parameter in a Model with a C1smooth Regression Function

Exploring Stochastic Laws ◽

10.1515/9783112318768-026 ◽

1995 ◽

pp. 251-256

Keyword(s):

Asymptotic Normality ◽

Regression Function ◽

Dimensional Parameter ◽

Infinite Dimensional

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Asymptotic Normality of Experiments

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess0595.pub2 ◽

2006 ◽

Author(s):

L. Le Cam

Keyword(s):

Asymptotic Normality

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EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models

Sequential Analysis ◽

10.1080/07474946.2020.1823193 ◽

2020 ◽

Vol 39 (3) ◽

pp. 367-398

Author(s):

Nitis Mukhopadhyay ◽

Chen Zhang

Keyword(s):

Asymptotic Normality ◽

Stopping Times ◽

Distribution Free

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On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1921806 ◽

2021 ◽

pp. 1-15

Author(s):

Virtue U. Ekhosuehi

Keyword(s):

Markov Chains ◽

Discrete Time ◽

Integral Formula ◽

Cauchy Integral Formula ◽

Embedding Problem ◽

Cauchy Integral

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An embedding problem for finite local torsors over twisted curves

Mathematische Nachrichten ◽

10.1002/mana.201900091 ◽

2021 ◽

Author(s):

Shusuke Otabe

Keyword(s):

Embedding Problem

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On the embedding problem for $2^+S_4$ representations

Mathematics of Computation ◽

10.1090/s0025-5718-07-01940-0 ◽

2007 ◽

Vol 76 (260) ◽

pp. 2063-2076

Author(s):

Ariel Pacetti

Keyword(s):

Embedding Problem

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A model for random instantaneous growth on an interval

Journal of Applied Probability ◽

10.2307/3214489 ◽

1991 ◽

Vol 28 (3) ◽

pp. 529-538

Author(s):

M. P. Quine

Keyword(s):

Asymptotic Normality ◽

Instantaneous Growth ◽

Mean And Variance ◽

The Mean

Points arrive in succession on an interval and immediately ‘cover' a region of length ½ to each side (less if they are close to the boundary or to a covered part). The location of a new point is uniformly distributed on the uncovered parts. We study the mean and variance of the total number of points ever formed, in particular as a → 0, in which case we also establish asymptotic normality.

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