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Central limit theorems and uniform laws of large numbers for arrays of random fields
Random field Spatial process Central limit theorem Uniform law of large numbers Law of large numbers
2015/9/24
Over the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has been h...
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis
Limit Pricing Entry Under Incomplete Information Equilibrium Analysis
2015/7/21
Limit Pricing and Entry Under Incomplete Information:An Equilibrium Analysis.
Small time central limit theorems for semimartingales with applications
Small time central limit theorems semimartingale applications
2012/9/17
We give conditions under which the normalized marginal distri-bution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions o...