Cover Image

Central Limit Theorem for the $σ$-antithetic multilevel Monte Carlo method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Alaya, Mohamed Ben, Kebaier, Ahmed, Ngo, Thi Bao Tram
Format:	Preprint
Published:	2020
Subjects:	Probability 60F05, 62F12, 65C05, 60H35
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
by: Alaya, Mohamed Ben, et al.
Published: (2025)

Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)

Necessary and sufficient conditions for high dimensional Central Limit Theorem under moment conditions
by: Das, Debraj, et al.
Published: (2025)

A Functional Central Limit Theorem for the General Brownian Motion on the Half-Line
by: Erhard, Dirk, et al.
Published: (2024)

The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024)

Some Results on the Central Limit Theorem for Subsequences in Banach Spaces
by: Li, Deli, et al.
Published: (2026)

Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)

Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)

Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
by: Das, Debraj
Published: (2020)

On consistency of Bayesian parameter estimations for a class of ergodic Markov models
by: Nurieva, A. I., et al.
Published: (2022)

Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)

Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
by: Barczy, Matyas
Published: (2022)

Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)

Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)

On sample complexity for covariance estimation via the unadjusted Langevin algorithm
by: Nakakita, Shogo
Published: (2026)

On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)

Nested Pseudo-GMM Estimation of Demand for Differentiated Products
by: Aguirregabiria, Victor, et al.
Published: (2026)

On theoretical guarantees and a blessing of dimensionality for nonconvex sampling
by: Chak, Martin
Published: (2024)

Rates of convergence to the local time of Oscillating and Skew Brownian Motions
by: Mazzonetto, Sara
Published: (2019)

Distributional Statistical Models: Weak Moments, Cumulants, and a Central Limit Theorem
by: Labouriau, R.
Published: (2026)

Central Limit Theorem for a Pólya-Friedman Mixed Urn Model
by: Shi, Jianan, et al.
Published: (2026)

A Proof of the Central Limit Theorem Using the $2$-Wasserstein Metric
by: Chin, Calvin Wooyoung
Published: (2024)

Topology of Percolation Clusters: Central Limit Theorems beyond the Lattice
by: de Araújo, Luciano H. L., et al.
Published: (2026)

Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
by: Bibinger, Markus
Published: (2023)

Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
by: Brešar, Miha, et al.
Published: (2025)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)

Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
by: Tudor, Ciprian A., et al.
Published: (2024)

The multivariate fractional Ornstein-Uhlenbeck process
by: Dugo, Ranieri, et al.
Published: (2024)

Stein's method for asymmetric Laplace approximation
by: Daly, Fraser, et al.
Published: (2025)

Solving the Poisson equation using coupled Markov chains
by: Douc, Randal, et al.
Published: (2022)

Central Limit Theorems for Drift and Entropy of Random Walks on Free Products
by: Gilch, Lorenz A.
Published: (2025)

The SIML method without microstructure noise
by: Akahori, Jirô, et al.
Published: (2023)

Tame sparse exponential random graphs
by: Chakraborty, Suman, et al.
Published: (2024)

Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
by: Agrawal, Sanket, et al.
Published: (2024)

Some asymptotic behaviors for the plug-in estimator of entropy
by: Yu, Zhenhong, et al.
Published: (2024)

Inferring the dependence graph density of binary graphical models in high dimension
by: Chevallier, Julien, et al.
Published: (2024)

Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)

Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
by: Barman, Kalyan, et al.
Published: (2024)

Maximum likelihood estimation for spinal-structured trees
by: Azaïs, Romain, et al.
Published: (2021)