Národní úložiště šedé literatury Nalezeno 1 záznamů.  Hledání trvalo 0.01 vteřin. 
Dependent Data in Economic and Financial Problems
Kaňková, Vlasta
Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical" results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition.

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