Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments

DOI10.2307/1994048zbMath0133.40201OpenAlexW4240052464MaRDI QIDQ5343842

Simeon M. Berman

Publication date: 1965

Full work available at URL: https://doi.org/10.2307/1994048

zbMATH Keywords

probability theory

Related Items (10)

Estimation of the Hurst parameter in the simultaneous presence of jumps and noise ⋮ A Hàjek-Rényi extension of Lévy's inequality and some applications ⋮ Limit Theorems for Variational Sums ⋮ Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps ⋮ Variational sums of infinitesimal systems ⋮ Inference in Lévy-type stochastic volatility models ⋮ An identity on order statistics of a set of random variables ⋮ Variational Sums for Additive Processes ⋮ Sign-invariant random elements in Hubert space ⋮ Unnamed Item

Cites Work

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• A Limit Theorem for a Function of the Increments of a Decomposable Process
• An Extension of the Arc Sine Law
• Oscillation of sample functions in diffusion processes

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