منابع مشابه
ON CONVERGENCE THEOREMS FOR FUZZY HENSTOCK INTEGRALS
The main purpose of this paper is to establish different types of convergence theorems for fuzzy Henstock integrable functions, introduced by Wu and Gong cite{wu:hiff}. In fact, we have proved fuzzy uniform convergence theorem, convergence theorem for fuzzy uniform Henstock integrable functions and fuzzy monotone convergence theorem. Finally, a necessary and sufficient condition under which th...
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In this paper we present a general result concerning the convergence to stochastic integrals with non-linear integrands. The key finding represents a generalization of Chan and Wei’s (1988) Theorem 2.4. and that of Ibragimov and Phillips’ (2004) Theorem 8.2. This result is necessary for analysing the asymptotic properties of mis-specification tests, when applied to a unit root process, for whic...
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Let W denote a standard Wiener process with W0 = 0. For a variety of reasons, it is desirable to have a notion of an integral ∫ 1 0 HsdWs, where H is a stochastic process; or more generally an indefinite integral ∫ t 0 HsdWs, 0 ≤ t < ∞. If H is a process with continuous paths, an obvious way to define a stochastic integral is by a limit of sums: let πn[0, t] be a sequence of partitions of [0, t...
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The weak limit is derived of the sample covariance of a pair of fractionally integrated processes, one I(dY ) for 0 < dY < 1/2, and the other I(1 + dX) for −1/2 < dX < 1/2. The limit is not a stochastic integral with respect to a martingale integrator, but can be represented as a functional of a process of this type. The result has applications in the analysis of cointegrating regressions in wh...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2015
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-015-0598-8