Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
From MaRDI portal
Publication:2244350
Recommendations
- Central limit theorems for sub-linear expectation under the Lindeberg condition
- A central limit theorem for \(m\)-dependent random variables under sublinear expectations
- Moment bounds for IID sequences under sublinear expectations
- A general central limit theorem under sublinear expectations
- General central limit theorems under sublinear expectations
Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A central limit theorem for \(m\)-dependent random variables under sublinear expectations
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Central limit theorem for capacities
- Central limit theorem under variance uncertainty
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- Law of large numbers and central limit theorem under nonlinear expectations
- Limit laws for non-additive probabilities and their frequentist interpretation
- Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
- Moment bounds for IID sequences under sublinear expectations
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
- On the Toeplitz lemma, convergence in probability, and mean convergence
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Three series theorem for independent random variables under sub-linear expectations with applications
Cited in
(12)- A central limit theorem for \(m\)-dependent random variables under sublinear expectations
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
- Limit distribution for products of sums of partial sums of linear processes generated by NSD sequence
- Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations
- Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations
- Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations
- Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Precise asymptotics for maxima of partial sums under sub-linear expectation
- Complete q-order moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations
- Central limit theorems for sub-linear expectation under the Lindeberg condition
This page was built for publication: Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2244350)
