Berry–Esseen estimates for regenerative processes under weak moment assumptions
نویسندگان
چکیده
منابع مشابه
Sparse recovery under weak moment assumptions
We prove that iid random vectors that satisfy a rather weak moment assumption can be used as measurement vectors in Compressed Sensing, and the number of measurements required for exact reconstruction is the same as the best possible estimate – exhibited by a random Gaussian matrix. We then show that this moment condition is necessary, up to a log log factor. In addition, we explore the Compati...
متن کاملMoment Estimates for Lévy Processes
For real Lévy processes (Xt)t≥0 having no Brownian component with Blumenthal-Getoor index β, the estimate E sups≤t |Xs − aps| ≤ Cpt for every t∈ [0, 1] and suitable ap ∈ R has been established by Millar [6] for β < p ≤ 2 provided X1 ∈ L. We derive extensions of these estimates to the cases p > 2 and p ≤ β.
متن کاملErgodic BSDEs under weak dissipative assumptions
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non degenerate. We show existence of solutions by use of coupling esti...
متن کاملEstimating Undirected Graphs Under Weak Assumptions
We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension D to increase with the sample size n. First, we prove lower bounds that show that if we want accurate inferences with low assumptions then there are limitations on the dimension as a func...
متن کاملConditional Moment Models under Weak Identification
We consider models defined by a set of conditional moment restrictions where weak identification may arise. Weak identification is directly defined through the conditional moments that are allowed to flatten as the sample size increases. We propose a minimum distance estimator of the structural parameters that is robust to potential weak identification and that uses neither instrumental variabl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2019
ISSN: 0304-4149
DOI: 10.1016/j.spa.2018.05.001