搜索结果: 1-15 共查到“Weak convergence”相关记录27条 . 查询时间(0.015 秒)
GEOMETRIC STITCHING METHOD FOR DOUBLE CAMERAS WITH WEAK CONVERGENCE GEOMETRY
Weak Convergence Stitching DEM Block Adjustment RFM
2017/7/12
In this paper, a new geometric stitching method is proposed which utilizes digital elevation model (DEM)-aided block adjustment to solve relative orientation parameters for dual-camera with weak conve...
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
bootstrap copula epigraph hypograph stable tail dependence function minimum distance estimation weak convergence
2013/6/14
For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This ...
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Stock price model random walk Gaussian processes weak con-vergence
2012/9/14
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
Point process bridges and weak convergence of insider trading models
point process bridge Glosten-Milgrom model Kyle model insider trading equilibrium weak convergence
2012/6/5
We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value sati...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Statistics Theory (math.ST)
2010/12/17
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Archimedean copula Brownian bridge empirical copula empirical process
2011/1/20
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Methodology (stat.ME) Statistics Theory (math.ST)
2010/12/17
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties of Markov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independe...
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Weak convergence the function-indexed integrated periodogram
2010/11/24
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric $\alpha$-stable innovations. Under suitable summability ...
Large deviation properties of weakly interacting processes via weak convergence methods
Large deviation properties weakly interacting processes weak convergence methods
2010/12/14
We study large deviation properties of systems of weakly interacting particles modeled by Itô stochastic differential equations (SDEs).It is known under certain conditions that the corresponding...
Weak convergence of random walks conditioned to stay away
Weak convergence walks conditioned
2010/11/29
Let {Xn}n∈N be a sequence of i.i.d. randomvariables in Zd. Let Sk = X1 + ...+ Xk and Yn(t) be the continuous process on [0, 1] for which Yn(k/n) = Sk/√n k = 1, ..., n and which is linearly interpolate...
A note on weak convergence of random step processes
Weak convergence of semimartingales diffusion process
2010/4/26
First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion...
Weak convergence of an empirical monotonic dependence function under dependence
Weak convergence an empirical monotonic dependence function under dependence
2009/9/24
Weak convergence of an empirical monotonic dependence function under dependence。
Weak convergence of random sums of infima of independent random variables
Weak convergence random sums independent random variables
2009/9/24
Weak convergence of random sums of infima of independent random variables。
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables
Weak convergence the Brownian motion independent random variables
2009/9/23
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables。