Bennet Ströh
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central limit theorems
Talk on Locally Stationary Processes -- From Approximations to Statistical Inference
Introductary talk to continuous-time locally stationary processes.
Oct 1, 2021 12:00 PM
Bennet Ströh
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Video
Approximations and asymptotics of continuous-time locally stationary processes
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use θ-weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer
,
Bennet Ströh
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Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
We obtain central limit theorems for stationary random fields employing a novel measure of dependence called θ-lex weak dependence. Our general results apply to mixed moving average fields (MMAF in short) and ambit fields.
Imma Valentina Curato
,
Robert Stelzer
,
Bennet Ströh
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