Laws of large numbers for Hayashi–Yoshida-type functionals
نویسندگان
چکیده
منابع مشابه
Laws of Large Numbers for Random Linear
The computational solution of large scale linear programming problems contains various difficulties. One of the difficulties is to ensure numerical stability. There is another difficulty of a different nature, namely the original data, contains errors as well. In this paper, we show that the effect of the random errors in the original data has a diminishing tendency for the optimal value as the...
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Probability Theory includes various theorems known as Laws of Large Numbers; for instance, see [Fel68, Hea71, Ros89]. Usually two major categories are distinguished: Weak Laws versus Strong Laws. Within these categories there are numerous subtle variants of differing generality. Also the Central Limit Theorems are often brought up in this context. Many introductory probability texts treat this ...
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ژورنال
عنوان ژورنال: Finance and Stochastics
سال: 2019
ISSN: 0949-2984,1432-1122
DOI: 10.1007/s00780-019-00390-7