Stochastic Brennan–Schwartz Diffusion Process: Statistical Computation and Application
نویسندگان
چکیده
منابع مشابه
Statistical Equivalence and Stochastic Process Limit Theorems ∗
A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable sense to the sample paths of a Brownian Bridge. The so-called Hungarian construction of Komlos, Major and Tusnady provides a strong form of this result. In t...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2019
ISSN: 2227-7390
DOI: 10.3390/math7111062