Keywords: همگرایی پایدار; Strongly nonlinear oscillator; Closed-form numerical formula; Stable convergence; Exact solution;
مقالات ISI همگرایی پایدار (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: همگرایی پایدار; C01; C02; C13; C14; C22; G11; Consistency; Cumulants; Contiguity; Continuity; Discrete observation; Efficiency; Equivalent martingale measure; High frequency data; Jumps; Leverage effect; M-estimation; Medianisation; Microstructure; Pre-averaging; Realise
Keywords: همگرایی پایدار; primary, 60F05, 60F15, 60F17; secondary, 60G48, 60H05Brownian semi-stationary processes; High frequency data; Limit theorems; Stable convergence
Keywords: همگرایی پایدار; Adaptive estimation; Discrete observation; Efficiency; High frequency data; Itô process; Leverage effect; Microstructure; Pre-averaging; Realized volatility; Semi-martingale; Stable convergence;
Keywords: همگرایی پایدار; primary; 60F05; 60F15; 60F17; secondary; 60G48; 60H05; Brownian semi-stationary processes; High frequency data; Limit theorems; Stable convergence; Turbulence;
Keywords: همگرایی پایدار; primary, 60K35, 60F05, 60G57, 60B10Central limit theorem; Fluctuation theorem; Interacting system; Stable convergence; Synchronization; Urn model
High-frequency asymptotics for path-dependent functionals of Itô semimartingales
Keywords: همگرایی پایدار; High frequency data; Limit theory; Semimartingales; Stable convergence
Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling
Keywords: همگرایی پایدار; Hayashi–Yoshida estimator; Integrated covariance; Market microstructure noise; Nonsynchronous observations; Pre-averaging; Stable convergence; Strong predictability
Power variation from second order differences for pure jump semimartingales
Keywords: همگرایی پایدار; 60F05; 60F17; 60G51; 60G07; Lévy process; Blumenthal-Getoor index; Jump activity; Power variation; Stable convergence;
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Keywords: همگرایی پایدار; primary, 62M09, 60F05, 62H12; secondary, 62G20, 60G44Central limit theorem; Hayashi–Yoshida estimator; High frequency observations; Itô semimartingale; Pre-averaging; Stable convergence
On the jump activity index for semimartingales
Keywords: همگرایی پایدار; Semimartingale; Power variation; High frequency; Jump activity index; Stable convergence;
Central limit theorems for realized volatility under hitting times of an irregular grid
Keywords: همگرایی پایدار; 60F05; 60F17; 60G40; 60G44; 62M99Central limit theorem; Hitting times; Irregular grid; Semi-martingales; Stable convergence
Testing and detecting jumps based on a discretely observed process
Keywords: همگرایی پایدار; C12; C14; Jump diffusion process; Test for jumps; High frequency; Stable convergence; False discovery rate;
Nonsynchronous covariation process and limit theorems
Keywords: همگرایی پایدار; Discrete sampling; High-frequency data; Martingale central limit theorem; Nonsynchronicity; Quadratic variation; Realized volatility; Stable convergence; Semimartingale
Limit theorems for bipower variation of semimartingales
Keywords: همگرایی پایدار; primary, 60F05, 60G44, 62M09; secondary, 62G20Bipower variation; Central limit theorem; High-frequency observations; Semimartingale; Stable convergence
Central limit theorems for multicolor urns with dominated colors
Keywords: همگرایی پایدار; 60F05; 60G57; 60B10Central limit theorem; Clinical trials; Random probability measure; Stable convergence; Urn model
Realized volatility with stochastic sampling
Keywords: همگرایی پایدار; High-frequency data; Quadratic variation; Stable convergence
Detection of cellular aging in a Galton–Watson process
Keywords: همگرایی پایدار; 60F05; 60J80; 92D25; 62M05Aging; Galton–Watson process; Bifurcating Markov process; Stable convergence
Microstructure noise in the continuous case: The pre-averaging approach
Keywords: همگرایی پایدار; primary, 60G44, 62M09, 62M10; secondary, 60G42, 62G20Consistency; Continuity; Discrete observation; Itô process; Leverage effect; Pre-averaging; Quarticity; Realized volatility; Stable convergence
Testing the parametric form of the volatility in continuous time diffusion models-a stochastic process approach
Keywords: همگرایی پایدار; C12; Specification tests; Integrated volatility; Bootstrap; Heteroscedasticity; Stable convergence;
Convergence results for multivariate martingales
Keywords: همگرایی پایدار; Continuous-time multivariate martingales; Stable convergence;
Conditional convergence to infinitely divisible distributions with finite variance
Keywords: همگرایی پایدار; Infinitely divisible distributions; Lévy processes; Stable convergence; Triangular arrays; Mixing processes;