Dependent Data in Economic and Financial Problems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00364654" target="_blank" >RIV/67985556:_____/11:00364654 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Dependent Data in Economic and Financial Problems
Original language description
Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical" results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition.
Czech name
—
Czech description
—

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 29th International Conference Mathematical Methods in Economics 2011
ISBN
978-80-7431-058-4
ISSN
—
e-ISSN
—
Number of pages
6
Pages from-to
327-332
Publisher name
Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic
Place of publication
Praha
Event location
Janská Dolina
Event date
Sep 6, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
—

Similar results(10)