Pages that link to "Item:Q1872324"
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The following pages link to A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324):
Displaying 15 items.
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- Multidimensional and multivalued ergodic theorems for measure-preserving transformations (Q505629) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Bootstrap confidence sets for the Aumann mean of a random closed set (Q1621361) (← links)
- Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy (Q1781509) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
- Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- Some applications of Birkhoff-Kingman ergodic theorem (Q2920939) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- M-estimators for models with a mix of discrete and continuous parameters (Q6123490) (← links)