A Note on Central Limit Theorems for Trimmed Subordinated Subordinators

Publication type: Book Chapter
Publication date: 2023-06-06
Springer Nature
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
In this note, we prove self-standardized central limit theorems (CLTs) for trimmed subordinated subordinators. We shall see that there are two ways to trim a subordinated subordinator. One way leads to CLTs for the usual trimmed subordinator and a second way to a closely related subordinated trimmed subordinator and CLTs for it.
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Mason D. M. A Note on Central Limit Theorems for Trimmed Subordinated Subordinators // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 211-228.
GOST all authors (up to 50) Copy
Mason D. M. A Note on Central Limit Theorems for Trimmed Subordinated Subordinators // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 211-228.
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TY - GENERIC
DO - 10.1007/978-3-031-26979-0_9
UR - https://doi.org/10.1007/978-3-031-26979-0_9
TI - A Note on Central Limit Theorems for Trimmed Subordinated Subordinators
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Mason, David M.
PY - 2023
DA - 2023/06/06
PB - Springer Nature
SP - 211-228
SN - 1050-6977
SN - 2297-0428
ER -
BibTex
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@incollection{2023_Mason,
author = {David M. Mason},
title = {A Note on Central Limit Theorems for Trimmed Subordinated Subordinators},
publisher = {Springer Nature},
year = {2023},
pages = {211--228},
month = {jun}
}