Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then ...
Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.