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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples - MaRDI portal

Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples (Q1397039)

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scientific article; zbMATH DE number 1950173
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
scientific article; zbMATH DE number 1950173

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    Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples (English)
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    16 July 2003
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    Asymptotic distribution
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    Convergence rate
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    Long-range dependence
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    Statistical estimates
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    Stochastic programming problem
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