Representation of filtration-consistent nonlinear expectation by g-expectation in general framework (Unknown)
- New search for: Shi, Xuejun
- New search for: Ji, Ronglin
- New search for: Feng, Qun
- New search for: Shi, Xuejun
- New search for: Ji, Ronglin
- New search for: Feng, Qun
In:
Communications in Statistics - Theory and Methods
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50
, 24
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5721-5737
;
2021
- Article (Journal) / Electronic Resource
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Title:Representation of filtration-consistent nonlinear expectation by g-expectation in general framework
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Contributors:
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Published in:Communications in Statistics - Theory and Methods ; 50, 24 ; 5721-5737
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Publisher:
- New search for: Taylor & Francis
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Publication date:2021-11-11
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Size:17 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents – Volume 50, Issue 24
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 5679
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Asymptotic properties of the spacings of kth records from discrete distributionsJasiński, Krzysztof et al. | 2021
- 5692
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Projection under pairwise distance controlAlawieh, Hiba / Wicker, Nicolas / Biernacki, Christophe et al. | 2021
- 5721
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Representation of filtration-consistent nonlinear expectation by g-expectation in general frameworkShi, Xuejun / Ji, Ronglin / Feng, Qun et al. | 2021
- 5738
-
Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performanceShariati, Nima et al. | 2021
- 5759
-
Reliability function of k-out-of-n system equipped with two cold standby componentsRoy, Achintya / Gupta, Nitin et al. | 2021
- 5779
-
A note on the strong consistency of nonparametric estimation of Shannon entropy in length-biased samplingOliazadeh, Farzaneh / Iranmanesh, Anis / Fakoor, Vahid et al. | 2021
- 5792
-
Equilibrium analysis of the fluid model with two types of parallel customers and breakdownsLiu, Jinping / Xu, Xiuli / Wang, Shuo / Yue, Dequan et al. | 2021
- 5806
-
The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errorsShongwe, Sandile Charles / Malela-Majika, Jean-Claude / Castagliola, Philippe et al. | 2021
- 5836
-
The essential dependence for a group of random vectorsZhang, Lingyue / Lu, Dawei / Wang, Xiaoguang et al. | 2021
- 5873
-
q-Multinomial and negative q-multinomial distributionsCharalambides, Charalambos A. et al. | 2021
- 5899
-
The Erlang(n) risk model with two-sided jumps and a constant dividend barrierZhang, Lili et al. | 2021
- 5918
-
Limit behaviors for ratios of order statistics from exponential distributionsXu, Shoufang / Mei, Changlin et al. | 2021
- 5929
-
Improvement of the Ushakov boundKobayashi, Kensho / Tanaka, Hidekazu et al. | 2021
- 5941
-
Semi-functional partial linear spatial autoregressive modelLi, Yunxia / Ying, Caiyun et al. | 2021
- 5955
-
Coordinate optimization for generalized fused LassoOhishi, M. / Fukui, K. / Okamura, K. / Itoh, Y. / Yanagihara, H. et al. | 2021
- 5974
-
Semiparametric Bayesian networks for continuous dataBoukabour, Seloua / Masmoudi, Afif et al. | 2021
- 5997
-
Mixture representations of noncentral distributionsBaringhaus, Ludwig / Grübel, Rudolf et al. | 2021
- 6014
-
Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observationsWei, Chao et al. | 2021
- 6024
-
On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functionsBlazhievska, Irina / Zaiats, Vladimir et al. | 2021
- 6049
-
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficientMarzougue, Mohamed / El Otmani, Mohamed et al. | 2021
- 6067
-
A nonparametric CUSUM control chart for multiple stream processes based on a modified extended median testBrown, Austin R. / Schaffer, Jay R. et al. | 2021
- 6081
-
Estimation and variable selection for mixture of joint mean and variance modelsWu, Liucang / Li, Shuangshuang / Tao, Ye et al. | 2021
- 6099
-
Bivariate exponentiated half logistic distribution: Properties and applicationAlotaibi, Refah Mohammed / Rezk, Hoda Ragab / Ghosh, Indranil / Dey, Sanku et al. | 2021
- 6122
-
The pricing of compound option under variance gamma process by FFTLi, Cuixiang / Liu, Huili / Wang, Mengna / Li, Wenhan et al. | 2021
- 6137
-
Conditional and unconditional tests for the extended Stuart-Maxwell designRayner, J. C. W. / Best, D. J. et al. | 2021
- 6151
-
A study on the generalized ratio-type estimator based on the multiple regression estimatorOh, Jungtaek / Hwang, Hee-Jin / Shin, Key-Il et al. | 2021
- 6167
-
A new boosting-based software reliability growth modelUtkin, Lev V. / Coolen, Frank P. A. et al. | 2021
- 6195
-
Analysis of the condition number in the raise regressionde Hierro, A. F. Roldán López / García, C. / Salmerón, R. et al. | 2021
- 6211
-
A multi-step kernel–based regression estimator that adapts to error distributions of unknown formDe Gooijer, Jan G. / Reichardt, Hugo et al. | 2021
- 6231
-
Maximum likelihood estimation of the DDRCINAR(p) modelLiu, Xiufang / Wang, Dehui / Deng, Dianliang / Cheng, Jianhua / Lu, Feilong et al. | 2021
- 6256
-
The conditional average entropiesKittaneh, O. A. et al. | 2021
- 6264
-
Equivalent properties for the bifurcating Markov chains indexed by a binary treeShi, Zhiyan / Yang, Weiguo / Tang, Ying et al. | 2021
- 6273
-
Almost sure asymptotic properties of central order statistics from stationary processesAugustynowicz, Aneta et al. | 2021