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

DOI10.1007/s001860200171zbMath1031.90019OpenAlexW2155884965MaRDI QIDQ1397039

Lihong Wang

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200171

zbMATH Keywords

Convergence rateAsymptotic distributionLong-range dependenceStatistical estimatesStochastic programming problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic programming (90C15)

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Quantitative Breuer-Major theorems

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