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A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates |
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| Authors: | Manfred Denker Aleksey Min |
| Affiliation: | a Institut für Mathematische Stochastik, Georg-August-Universität Göttingen, Maschmühlenweg 8-10, 37073 Göttingen, Germany b Zentrum Mathematik, Technische Universität München, Boltzmannstr. 3, 85747 Garching, Germany |
| Abstract: | We show consistency and asymptotic normality of certain estimators for expected exponential growth rates under i.i.d. observations. These statistical functionals are of the form T(F)=∫log∫h(x,y)F(dx)F(dy) |
| Keywords: | primary, 62E20 secondary, 60F05 37D45 28A80 |
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