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Sieve-based inference for infinite-variance linear processes,
Giuseppe Cavaliere, Iliyan Georgiev and Robert Taylor,
from Department of Statistics, University of Bologna
(2015)
Keywords: Bootstrap, Sieve autoregression, Infinite variance, Time Series
AGGREGATIONAL GAUSSIANITY AND BARELY INFINITE VARIANCE IN CROP PRICES,
Antonios Antypas, Phoebe Koundouri and Nikolaos Kourogenis,
from Athens University of Economics and Business
(2010)
Keywords: aggregational Gausianity, infinite variance, IGARCH, crop prices
Aggregational Gaussianity and barely infinite variance in financial returns,
Antonios Antypas, Phoebe Koundouri and Nikolaos Kourogenis,
in Journal of Empirical Finance
(2013)
Keywords: Aggregational Gaussianity; Infinite variance; FIGARCH; Financial returns;
Estimating the codifference function of linear time series models with infinite variance,
Dedi Rosadi and Manfred Deistler,
in Metrika: International Journal for Theoretical and Applied Statistics
(2011)
Keywords: ARMA, Infinite variance, Codifference, Empirical characteristic function,
Identification of moving average process with infinite variance,
Dedi Rosadi,
in Statistics & Probability Letters
(2007)
Keywords: Moving average Infinite variance Order identification Sample normalized co-difference
A Note on Unit Root Tests with Infinite Variance Noise,
D. M. Mahinda Samarakoon and Keith Knight,
in Econometric Reviews
(2009)
Keywords: Infinite variance, M-estimators, Stable laws, Unit roots,
Principal component analysis of infinite variance functional data,
Piotr Kokoszka and Rafał Kulik,
in Journal of Multivariate Analysis
(2023)
Keywords: Asymptotic theory; Functional data; Infinite variance; Principal components; Regular variation;
Central Limit Theorem for Linear Processes with Infinite Variance,
Magda Peligrad and Hailin Sang,
in Journal of Theoretical Probability
(2013)
Keywords: Linear process, Central limit theorem, Martingale, Mixing, Infinite variance
New tests for unit roots in autoregressive processes with possibly infinite variance errors,
Dong Wan Shin and Beong Soo So,
in Statistics & Probability Letters
(1999)
Keywords: Infinite variance error M-estimation Unit root test
Empirical likelihood for LAD estimators in infinite variance ARMA models,
Jinyu Li, Wei Liang and Shuyuan He,
in Statistics & Probability Letters
(2011)
Keywords: ARMA model Infinite variance Empirical likelihood LAD estimation
Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models,
Jinyu Li, Wei Liang, Shuyuan He and Xianbin Wu,
in Statistics & Probability Letters
(2010)
Keywords: LAD estimation Infinite variance Empirical likelihood Kernel function
A NOTE ON THE LSE OF THREE-REGIME TAR MODEL WITH AN INFINITE VARIANCE,
Yaxing Yang and Shiqing Ling,
in Annals of Financial Economics (AFE)
(2018)
Keywords: Least square estimation, infinite variance, threshold models, simulation
The spurious regression of AR(p) infinite-variance sequence in the presence of structural breaks,
Hao Jin, Jinsuo Zhang, Si Zhang and Cong Yu,
in Computational Statistics & Data Analysis
(2013)
Keywords: Spurious regression; Infinite-variance sequence; t-ratios; Structural breaks;
Model identification for infinite variance autoregressive processes,
Beth Andrews and Richard A. Davis,
in Journal of Econometrics
(2013)
Keywords: Akaike’s information criterion; All-pass models; Autoregressive processes; Infinite variance; Noncausal;
A generalization of the Kalman filter to models with infinite variance,
Alain Le Breton and Marek Musiela,
in Stochastic Processes and their Applications
(1993)
Keywords: optimal linear filtering, prediction and smoothing semimartingales with infinite variance metric projection James' orthogonality left innovations
Infinite-Variance Error Structure in Finance and Economics,
Fatma Serttaş,
in International Econometric Review (IER)
(2018)
Keywords: Infinite-Variance Errors, Stable Distributions, Financial Returns, Unit Root Tests, Co-Integration Tests.
Trimmed portmanteau test for linear processes with infinite variance,
Sangyeol Lee and Chi Tim Ng,
in Journal of Multivariate Analysis
(2010)
Keywords: Model check test Diagnostic test Portmanteau test Linear process with infinite variance Trimming method Asymptotic distribution
Empirical processes for infinite variance autoregressive models,
Chafik Bouhaddioui and Kilani Ghoudi,
in Journal of Multivariate Analysis
(2012)
Keywords: Empirical process; Stable distributions; Infinite variance; Autoregressive models; Independence tests; Goodness-of-fit tests; Portmanteau statistics;
Do financial returns have finite or infinite variance? A paradox and an explanation,
Michael Grabchak and Gennady Samorodnitsky,
in Quantitative Finance
(2010)
Keywords: Financial returns, Finite variance, Infinite variance, Heavy tails, Bachelier-Samuelson model, Mandelbrot model,
Unit root inference for non-stationary linear processes driven by infinite variance innovations,
Giuseppe Cavaliere, Iliyan Georgiev and Robert Taylor,
from Department of Statistics, University of Bologna
(2016)
Keywords: Bootstrap, Unit roots, Sieve autoregression, Infinite variance, Time Series
Modified Block Bootstrap Testing for Persistence Change in Infinite Variance Observations,
Si Zhang, Hao Jin and Menglin Su,
in Mathematics
(2024)
Keywords: persistence change; infinite variance; near-integrated time series; change point estimator; block bootstrap
Stable limits of empirical processes of moving averages with infinite variance,
Donatas Surgailis,
in Stochastic Processes and their Applications
Keywords: Empirical process Moving average process Infinite variance Functional limit theorem Lévy process
A class of infinitely divisible variance functions with an application to the polynomial case,
Shaul K. Bar-Lev and Daoud Bshouty,
in Statistics & Probability Letters
(1990)
Keywords: Natural exponential family variance function infinitely divisible distributions absolutely monotone functions
A note on the coefficient of determination in regression models with infinite-variance variables,
Mico Loretan and Jeong-Ryeol Kurz-Kim,
from Deutsche Bundesbank
(2007)
Keywords: Regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation
A family of nonparametric unit root tests for processes driven by infinite variance innovations,
Gogebakan Kemal Caglar,
in Studies in Nonlinear Dynamics & Econometrics
(2022)
Keywords: heavy tailed innovation, infinite variance distribution, nonparametric test, unit root test
The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case,
Danijel Grahovac, Nikolai N. Leonenko and Murad S. Taqqu,
in Journal of Theoretical Probability
(2020)
Keywords: supOU processes, Ornstein–Uhlenbeck process, Limit theorems, Infinite variance, Stable processes
Exploiting infinite variance through Dummy Variables in non-stationary autoregressions,
Giuseppe Cavaliere and Iliyan Georgiev,
from Department of Statistics, University of Bologna
(2013)
Keywords: Autoregressive processes; Infinite variance; Dummy variables Processi autoregressivi; Varianza infinita; Variabili dumm
Infinite-variance, Alpha-stable Shocks in Monetary SVAR,
Greg Hannsgen,
from Levy Economics Institute
(2010)
Keywords: Structural Vector Autoregression; VAR; Levy-stable Distribution; Infinite Variance; Monetary Policy Shocks; Heavy-tailed Error Terms; Factorization; Impulse Response Function; Transformability Problem
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models,
Fumiya Akashi,
in Statistical Inference for Stochastic Processes
(2017)
Keywords: Generalized empirical likelihood, Linear hypothesis, Heavy-tailed time series, Infinite variance, Self-weighted least absolute deviations
Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case,
Amaury Lambert and Florian Simatos,
in Journal of Theoretical Probability
(2015)
Keywords: Local times, Lévy processes, Infinite variance, Weak convergence, Crump–Mode–Jagers branching processes, Processor-Sharing queue
A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance,
Alberto L. Maltz,
in Statistics & Probability Letters
(2001)
Keywords: Random fields on integer lattice, Partial sums process Brownian motion Infinite variance Central limit theorem Nonuniform [phi]-mixing Gibbs fields Slowly varying function
A CLT For Martingale Transforms With Infinite Variance,
Stelios Arvanitis and Alexandros Louka,
from Athens University Of Economics and Business, Department of Economics
(2015)
Keywords: CLT, Generalized Domain of Attraction, Martingale Transform, Slowly Varying Second Moment, Stationarity, Ergodicity, Matrix Normalization, Linear Model, OLSE, Self-Normalized Wald Tests, Robust- ness, Conditional heteroskedasticity, Gaussian Quasi Likelihood, QMLE, Infinite Fourth Moments, Lepto- kurtosis, GARCH, EGARCH.
Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version,
Greg Hannsgen,
from Levy Economics Institute
(2011)
Keywords: Vector Autoregression; Levy-stable Distribution; Infinite Variance; Monetary Policy Shocks; Heavy-tailed Error Terms; Factorization; Impulse-Response Function
Do Stock Returns Follow a Finite Variance Distribution?,
Qi-Man Shao, Hao Yu and Jun Yu,
in Annals of Economics and Finance
(2001)
Keywords: Stock Returns, Infinite Variance, Interquartile Range
Conditional convergence to infinitely divisible distributions with finite variance,
Jérôme Dedecker and Sana Louhichi,
in Stochastic Processes and their Applications
(2005)
Keywords: Infinitely divisible distributions Lévy processes Stable convergence Triangular arrays Mixing processes
On the subsample bootstrap variance estimation,
Dragan Radulović,
in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
(1998)
Keywords: Jackknife, bootstrap, variance estimation, infinite order U-statistics, 62G05, 60F99,
Reduction functions for the variance function of one-parameter natural exponential family,
Xiongzhi Chen,
in Statistics & Probability Letters
(2018)
Keywords: Infinitely divisibility; Natural exponential family; Reduction function; Variance function;
Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random,
Marius Stefan,
in Journal for Economic Forecasting
(2009)
Keywords: small areas, direct and indirect estimation, infinite population, empirical best linear unbiased predictor
Prediction of a small area mean for an infinite population when the variance components are random,
Marius Stefan,
from ULB -- Universite Libre de Bruxelles
(2009)
Keywords: Direct and indirect estimation; Empirical best linear unbiased predictor; Infinite population; Small areas
Infinite-dimensional polynomial processes,
Christa Cuchiero and Sara Svaluto-Ferro,
in Finance and Stochastics
(2021)
Keywords: Polynomial processes, Infinite-dimensional Markov processes, Dual processes, Forward variance models, Rough volatility, VIX options, Signature process
Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data,
Miklós Csörgő and Yuliya V. Martsynyuk,
in Stochastic Processes and their Applications
(2011)
Keywords: Simple linear regression; Domain of attraction of the normal law; Infinite variance; Slowly varying function at infinity; Studentized/self-normalized least squares estimator/process; Cholesky square root of a matrix; Symmetric positive definite square root of a matrix; Standard/bivariate Wiener process; Functional central limit theorem; Sup–norm approximation in probability; Direct product of two measurable spaces; Uniform Euclidean norm approximation in probability; Asymptotic confidence interval; Signal-to-noise ratio; Generalized domain of attraction of the d-variate normal law;
Infinite Portfolios,
Stephen LeRoy,
from Department of Economics, UC Santa Barbara
(2001)
Keywords: infinite, portfolios
Optimal variance stopping with linear diffusions,
Kamille Sofie Tågholt Gad and Pekka Matomäki,
in Stochastic Processes and their Applications
(2020)
Keywords: Optimal stopping; Variance; Non-linear optimal stopping; Linear diffusion; Infinite zero-sum game;
The speed of convergence of the Threshold estimator of integrated variance,
Cecilia Mancini,
in Stochastic Processes and their Applications
(2011)
Keywords: Integrated variance Threshold estimator Convergence speed Infinite activity stable Lévy jumps
Speed of convergence of the threshold estimator of integrated variance,
Cecilia Mancini,
from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
(2010)
Keywords: Integrated variance, threshold estimator, convergence speed, infinite activity stable Le'vy jumps.
Revisiting variance gamma pricing: An application to S&P500 index options,
Sharif Mozumder, Ghulam Sorwar and Kevin Dowd,
in International Journal of Financial Engineering (IJFE)
(2015)
Keywords: Variance gamma process, infinitely divisible distribution, fast Fourier transform, fractional Fourier transform, C02, G13
On the reverse process of a critical multitype Galton-Watson process without variances,
Tetsuo Nakagawa,
in Journal of Multivariate Analysis
(1984)
Keywords: Multitype Galton-Watson process positively regular critical infinite variance limit theorems for reverse process
A differential version of the Efron-Stein inequality: bounding the variance of a function of an infinitely divisible variable,
Richard A. Vitale,
in Statistics & Probability Letters
(1988)
Keywords: Efron-Stein inequality infinite divisibility jackknife Lévy-Khinchine representation Poincare inequality Sobolev inequality symmetric statistics Wirtinger inequality
Self-decomposability of weak variance generalised gamma convolutions,
Boris Buchmann, Kevin W. Lu and Dilip B. Madan,
in Stochastic Processes and their Applications
(2020)
Keywords: Bessel function; Brownian motion; Generalised gamma convolutions; Hadamard product; Infinite divisibility; Lévy process; Multivariate subordination; Self-decomposability; Thorin measure; Weak subordination; Variance-gamma; Variance generalised gamma convolution;
Geometrical Bounds for Variance and Recentered Moments,
Tongseok Lim and Robert J. McCann,
in Mathematics of Operations Research
(2022)
Keywords: Primary: 62H05, secondary: 49N15, 52A40, 60E15, 90C46, multidimensional moment bounds, random vectors, convex duality, infinite-dimensional linear programming, variance, Popoviciu, Bhatia, Davis, Jung, Legendre–Fenchel, isodiametric inequality
Infinite supermodularity and preferences,
Alain Chateauneuf, Vassili Vergopoulos and Jianbo Zhang,
in Economic Theory
(2017)
Keywords: Supermodularity, Infinite supermodularity, Lattice
Infinite Supermodularity and Preferences,
Alain Chateauneuf, Vassili Vergopoulos and Jianbo Zhang,
from University of Kansas, Department of Economics
(2015)
Keywords: Supermodularity, infinite supermodularity, lattice.
Infinite supermodularity and preferences,
Alain Chateauneuf, Vassili Vergopoulos and Jianbo Zhang,
from HAL
(2016)
Keywords: Supermodularity, Infinite supermodularity, Lattice
Infinite supermodularity and preferences,
Alain Chateauneuf, Vassili Vergopoulos and Jianbo Zhang,
from HAL
(2016)
Keywords: Supermodularity, Infinite supermodularity, Lattice
Infinite supermodularity and preferences,
Alain Chateauneuf, Vassili Vergopoulos and Jianbo Zhang,
from HAL
(2016)
Keywords: Supermodularity, Infinite supermodularity, Lattice
Pricing European Options under Stochastic Volatility Models: Case of Five-Parameter Variance-Gamma Process,
Aubain Hilaire Nzokem,
in JRFM
(2023)
Keywords: stochastic volatility; Lévy process; Ornstein–Uhlenbeck process; infinitely divisible distribution; Variance-Gamma (VG) model; function characteristic; Esscher transform
Exponential families with variance functions in $$\sqrt {\Delta P} (\sqrt \Delta )$$: Seshadri’s class: Seshadri’s class,
Célestin Kokonendji,
in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
(1994)
Keywords: Branching processes, Infinitely divisible measures, Lagrange expansion and distributions, Natural exponential families, Power and modified power series distributions, Random graphs, Variance functions,
Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation,
Reiichiro Kawai,
in Methodology and Computing in Applied Probability
(2008)
Keywords: Esscher transform, Gamma distribution and process, Girsanov theorem, Monte Carlo simulation, Infinitely divisible distribution, Stochastic approximation, Variance reduction
Densities for infinitely divisible random processes,
Vera Darlene Briggs,
in Journal of Multivariate Analysis
(1975)
Keywords: Stochastic processes infinitely divisible
A Short Note on the Infinite Decision Puzzle,
Javier García-Fronti,
from University Library of Munich, Germany
(2008)
Keywords: supertask infinite decision puzzle
Infinite Responsibility: An expression of Saintliness,
Conceição Soares,
from Católica Porto Business School, Universidade Católica Portuguesa
(2009)
Keywords: Levinas, Kant, infinite responsibility, ethics
Equivalence of measures induced by infinitely divisible processes,
Jerry Alan Veeh,
in Journal of Multivariate Analysis
(1983)
Keywords: Measures infinitely Divisible Processes
Equilibrium existence in infinite horizon economies,
Emma Moreno-García and Juan Pablo Torres-Martinez,
in Portuguese Economic Journal
(2012)
Keywords: Equilibrium, Infinite horizon incomplete markets, Infinite-lived real assets,
Infinite horizon economies with borrowing constraints,
Emma Moreno-García and Juan Pablo Torres-Martinez,
from Department of Economics PUC-Rio (Brazil)
(2006)
Keywords: Equilibrium, Infinite horizon incomplete markets, Infinite-lived real assets.
On equilibrium existence in infinite horizon economies,
Emma Moreno-García and Juan Pablo Torres-Martinez,
from University of Chile, Department of Economics
(2010)
Keywords: Equilibrium, Infinite horizon incomplete markets, Infinite-lived real assets.
The Nonstationary Infinite Horizon Inventory Problem,
Thomas E. Morton,
in Management Science
(1978)
Keywords: inventory, policy bounds, infinite horizon
Association of infinitely divisible random vectors,
Gennady Samorodnitsky,
in Stochastic Processes and their Applications
(1995)
Keywords: Infinitely divisible Association Positive dependence
Infinite computations and the generic finite,
Louis H. Kauffman,
in Applied Mathematics and Computation
(2015)
Keywords: Grossone; ①; Finite; Infinite; Generic finite; Category;
Maskin monotonicity and infinite individuals,
Sususmu Cato,
in Economics Letters
(2011)
Keywords: Infinite individuals Maskin monotonicity Strategy-proofness
Evaluation of Infinite Series by Integrals,
Chunli Li and Wenchang Chu,
in Mathematics
(2022)
Keywords: infinite series; Catalan’s constant; integration by parts
Regular Infinite Economies,
Enrique Covarrubias,
in The B.E. Journal of Theoretical Economics
(2010)
Keywords: general equilibrium, equilibrium manifold, infinite economies, uncertainty
Infinite-Horizon Choice Functions,
Geir Asheim, Walter Bossert, Yves Sprumont and Kotaro Suzumura,
from Centre interuniversitaire de recherche en économie quantitative, CIREQ
(2006)
Keywords: Intergenerational resource allocation, infinite-horizon choice
Infinite-horizon choice functions,
Geir Asheim, Walter Bossert, Yves Sprumont and Kotaro Suzumura,
from Oslo University, Department of Economics
(2006)
Keywords: Intergenerational resource allocation; infinite-horizon choice
Chainability of infinitely divisible measures,
Shaul K. Bar-Lev and Gérard Letac,
in Statistics & Probability Letters
(2025)
Keywords: Infinitely divisible measure; Lévy measure; Chainability;
Infinite-Horizon Choice Functions,
Geir Asheim, Walter Bossert and Yves Sprumont,
from Universite de Montreal, Departement de sciences economiques
(2006)
Keywords: Intergenerational resource allocation, infinite-horizon choice
Infinite-horizon choice functions,
Geir Asheim, Walter Bossert, Yves Sprumont, Kotaro Suzumura and コウタロウ スズムラ,
from Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University
(2008)
Keywords: Intergenerational resource allocation, infinite-horizon choice
Variance-of-Variance Risk Premium,
Andreas Kaeck,
in Review of Finance
(2018)
Keywords: VIX, Stochastic volatility-of-volatility, Variance risk premium
Martingale inequalities and the Jackknife estimate of variance,
WanSoo T. Rhee and Michel Talagrand,
in Statistics & Probability Letters
(1986)
Keywords: jackknife variance
Forecasting International Stock Market Variances,
Geert Bekaert, Nancy Xu and Tiange Ye,
from C.E.P.R. Discussion Papers
(2024)
Keywords: Realized variance
A Procedure for Testing Granger Causality of Infinite Order,
Fathali Firoozi and Donald Lien,
in International Journal of Business and Economics
(2011)
Keywords: autoregressive; infinite lags; dynamic models
A simple approach to discrete-time infinite horizon problems,
Jan Brinkhuis,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2015)
Keywords: discrete-time infinite horizon problem
On infinitely divisible distributions with light tails of Lévy measures,
Michael Braverman,
in Statistics & Probability Letters
(2011)
Keywords: Infinitely divisible distribution Light tail
Forgiving-Proof Equilibrium in Infinitely Repeated Games,
Miguel Aramendia, Ruiz Luis and Quan Wen,
in The B.E. Journal of Theoretical Economics
(2008)
Keywords: infinitely repeated games, folk theorem
Valuation in infinite-horizon sequential markets with portfolio constraints,
Kevin Huang,
in Economic Theory
(2002)
Keywords: Valuation, Infinite horizon, Portfolio constraint.
On Optimality Conditions for Generalized Semi-Infinite Programming Problems,
G. Stein and G. Still,
in Journal of Optimization Theory and Applications
(2000)
Keywords: semi-infinite programming, optimality conditions
On the decay of infinite products of trigonometric polynomials,
Vladimir Protassov,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2001)
Keywords: Infinite product, Roots, Trigonometric polynomial, wavelets
Infinite lattice of hyperchaotic strange attractors,
Chunbiao Li, Julien Clinton Sprott, Tomasz Kapitaniak and Tianai Lu,
in Chaos, Solitons & Fractals
(2018)
Keywords: Infinite lattice of attractors; Attractor hatching; Hyperchaotic attractor;
The infinitely fractal universe paradigm and consupponibility,
Stephen J. Puetz,
in Chaos, Solitons & Fractals
(2022)
Keywords: Consupponibility; Assumptions; Falsifiability; Infinite universe; Fractal; Neomechanics;
Occupation measures for chains of infinite order,
I. H. Dinwoodie,
in Stochastic Processes and their Applications
(1994)
Keywords: occupation measures large deviations chains of infinite order
Importance Sampling for the Infinite Sites Model,
Hobolth Asger, Uyenoyama Marcy K and Wiuf Carsten,
in Statistical Applications in Genetics and Molecular Biology
(2008)
Keywords: ancestral inference, coalescent, importance sampling, infinite sites
On the Decay of Infinite Products of Trigonometric Polynomials,
Vladimir Protassov,
from Tinbergen Institute
(2001)
Keywords: trigonometric polynomial; infinite product; wavelets; roots
Infinite-horizon choice functions,
Geir Asheim, Walter Bossert, Yves Sprumont and Kotaro Suzumura,
in Economic Theory
(2010)
Keywords: Intergenerational resource allocation, Infinite-horizon choice, D63, D71,
Variance risk in commodity markets,
Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen,
in Journal of Banking & Finance
(2017)
Keywords: Commodities; Variance risk premia; Variance swaps;
SIMPLE EQUILIBRIA IN SEMI-INFINITE GAMES,
Wojciech Połowczuk, Tadeusz Radzik and Piotr Wiȩcek,
in International Game Theory Review (IGTR)
(2012)
Keywords: Two-person game, semi-infinite game, bounded payoff, infinite strategy space, concave payoff function, 91A05, 91A10
Infinite-dimensional Monte-Carlo integration,
Pantsulaia Gogi R.,
in Monte Carlo Methods and Applications
(2015)
Keywords: Infinite-dimensional Lebesgue measure, infinite-dimensional Riemann integral, Monte-Carlo algorithm
Equilibria in infinite games of incomplete information,
Oriol Carbonell-Nicolau,
in International Journal of Game Theory
(2021)
Keywords: Infinite games of incomplete information, Bayes-Nash equilibrium, Communication equilibrium, Correlated equilibrium, Strategic approximation of an infinite game
Equilibria in Infinite Games of Incomplete Information,
Oriol Carbonell-Nicolau,
from Rutgers University, Department of Economics
(2017)
Keywords: infinite games of incomplete information, Bayes-Nash equilibrium, communication equilibrium, correlated equilibrium, strategic approximation of an infinite game
Characterizations of distributions by variance bounds,
T. Cacoullos and V. Papathanasiou,
in Statistics & Probability Letters
(1989)
Keywords: characterizations variance bounds
A monotonicity property of variances,
J.M. Aldaz,
in Statistics & Probability Letters
(2013)
Keywords: Variance; Arithmetic–geometric inequality;
Variance bounds by a generalization of the Cauchy-Schwarz inequality,
V. Papathanasiou,
in Statistics & Probability Letters
(1988)
Keywords: variance bound
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