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Jacod, Jean

Discretization of Processes

Jacod, Jean - Discretization of Processes, ebook

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Ebook, PDF with Adobe DRM
ISBN: 9783642241277
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Table of contents

1. Introduction
Jean Jacod, Philip Protter

2. Some Prerequisites
Jean Jacod, Philip Protter

3. Laws of Large Numbers: The Basic Results
Jean Jacod, Philip Protter

4. Central Limit Theorems: Technical Tools
Jean Jacod, Philip Protter

5. Central Limit Theorems: The Basic Results
Jean Jacod, Philip Protter

6. Integrated Discretization Error
Jean Jacod, Philip Protter

7. First Extension: Random Weights
Jean Jacod, Philip Protter

8. Second Extension: Functions of Several Increments
Jean Jacod, Philip Protter

9. Third Extension: Truncated Functionals
Jean Jacod, Philip Protter

10. The Central Limit Theorem for Random Weights
Jean Jacod, Philip Protter

11. The Central Limit Theorem for Functions of a Finite Number of Increments
Jean Jacod, Philip Protter

12. The Central Limit Theorem for Functions of an Increasing Number of Increments
Jean Jacod, Philip Protter

13. The Central Limit Theorem for Truncated Functionals
Jean Jacod, Philip Protter

14. Irregular Discretization Schemes
Jean Jacod, Philip Protter

15. Higher Order Limit Theorems
Jean Jacod, Philip Protter

16. Semimartingales Contaminated by Noise
Jean Jacod, Philip Protter

Keywords: Mathematics, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Econometrics

Author(s)
 
Publisher
Springer
Publication year
2012
Language
en
Edition
1
Series
Stochastic Modelling and Applied Probability
Page amount
14 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783642241277

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