Estimation in sparsely sampled random walks (Q1117654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in sparsely sampled random walks |
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Estimation in sparsely sampled random walks (English)
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1989
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A random walk on the line is observed at times \(n_ 1,n_ 1+n_ 2,..\). If the steps have 2k-2 finite moments then the k th moment can be estimated consistently if and only if \(\sum n_ i^{2-k}=\infty\).
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local central limit theorem
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Hellinger distance
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consistency
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moment estimation
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random walk
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finite moments
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