The least squares estimator of random variables under sublinear expectations-Reference-Cited by-同舟云学术

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The least squares estimator of random variables under sublinear expectations

Published:2017-07 Issue:2 Volume:451 Page:906-923
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Sun Chuanfeng^ORCID,Ji Shaolin

Funder

University of Jinan

National Natural Science Foundation of China

Programme of Introducing Talents of Discipline to Universities of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference15 articles.

1. Coherent measures of risk;Artzner;Math. Finance,1999

2. Coherent multiperiod risk adjusted values and Bellman's principle;Artzner;Ann. Oper. Res.,2007

3. Stochastic Control of Partially Observable Systems;Bensoussan,1992

4. Lectures on Stochastic Control and Nonlinear Filtering;Davis,1984

5. Coherent risk measures on general probability spaces;Delbaen,2002

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1. Equivalent conditions of complete convergence and Marcinkiewicz–Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations;Acta Mathematica Hungarica;2023-06

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3. The least squares estimator of random variables under convex operators on LF∞(μ) space;Statistics & Probability Letters;2022-02

4. Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty;SIAM Journal on Control and Optimization;2021-01

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