Article

Poisson limits for U-statistics

André DabrowskiDepartment of Mathematics and Statistics, University of Ottawa, 585 King Edward Avenue, PO Box 450 STNA, Ottawa, Ont., Canada K1N 6N5Herold DehlingFakultät für Mathematik, Ruhr-Universität Bochum, Universitätsstraße 150 44780 Bochum, GermanyThomas MikoschLaboratory of Actuarial Mathematics, Institute of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, DenmarkOlimjon Sh. SharipovDepartment of Probability Theory, Institute of Mathematics, Uzbek Academy of Sciences, F. Khodjaev str. 29, Tashkent 700143, Uzbekistan

Stochastic Processes and their Applicationsjournal2002en

ABI

Abstract

No abstract available.

Topics

Financial Risk and Volatility Modeling Bayesian Methods and Mixture Models Stochastic processes and statistical mechanics

Identifiers

DOI: 10.1016/s0304-4149(01)00153-3

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