Filtry
Exponential estimates for stochastic convolutions in 2-smooth Banach spaces
Sharp constants in a (one-sided) Burkholder-Davis-Gundy type estimate for stochastic integrals in a 2-smooth Banach space are found. As a consequence, exponential tail estimates for stochastic convolutions are obta...
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability
Stochastic convolutions driven by a local martingale in a Hilbert space are studied in the case when the semigroup is contractive. Very simple proofs of the maximal inequality and exponential tail estimates are given by usi...
BA - Obecná matematika
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A Remark on Empirical Estimates via Economic Problems
) estimates of the probability measure. Properties of the optimal value (and solution) estimates have been investigated many times. There were introduced assumptions under exponential. We generalize the assertions concernin...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Empirical Estimates in Stochastic Optimization via Distribution Tails
one to obtain ``good" empirical estimates of the optimal value and the optimal solution. Convergence rate of these estimates have been studied mostly for ``underlying" probability measure with suitable (thin) tails. Howeve...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Empirical Estimates in Stochastic Optimization: Special cases
"good" stochastic estimates of the optimal value and the optimal solution. Properties ofthess estimates have been investigated mostly for standard types of probability measures with suitable (thin) tails and independent ra...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of heavy tails in optical non-linear processes
be mathematically described by heavy-tailed distributions. These distributions are special since for the exponential distribution, which is most commonly observed in statistical and quantum concerning heavy-tailed distribu...
Optics (including laser optics and quantum optics)
- 2021 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Tail-behavior of estimators and of their one-step versions
The finite-sample breakdown points and finite-sample tail behavior are studied for a class of equivariant estimators in the linear regression model under a fixed design. A lower bound for the tail behavior of an M-estim...
BA - Obecná matematika
- 2012 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
On extreme regression quantiles
An extreme value theory of extreme regression quantioes is developed in the exponential tailed case. The tail behavior measure of Jurečková (1981) and He et al. (1990) is considered for extreme regression quantiles....
BA - Obecná matematika
- 2000 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
A counterexample to the DeMarco-Kahn Upper Tail Conjecture
Given a fixed graph H, what is the (exponentially small) probability? Studied intensively since the mid 1990s, this so‐called infamous upper tail problem formulated an intriguing conjecture about the exponential rate of dec...
Pure mathematics
- 2019 •
- Jimp •
- Odkaz
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Monte Carlo-based tail exponent estimator
In the paper we propose a new approach to estimation of the tail exponent in financial stock markets.
AH - Ekonomie
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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