#65. Old papers by Volker Krätschmer
You can find Krätschmer's papers here at his website.
After working for some years on fuzzy random variables and related problems, Volker, like a number of other capable researchers, recently moved on to greener pastures (probability in finance).
Specially interesting are his four papers published in 2006.
In his Test paper he discusses at length several extensions of known vector-valued integrals (Bochner and Pettis) to fuzzy random variables. The other three papers, two of them in the Journal of Multivariate Analysis, are on least squares estimation with fuzzy random variables, including "sqrt n" consistency and limit distributions, which I have never seen discussed elsewhere.
After working for some years on fuzzy random variables and related problems, Volker, like a number of other capable researchers, recently moved on to greener pastures (probability in finance).
Specially interesting are his four papers published in 2006.
In his Test paper he discusses at length several extensions of known vector-valued integrals (Bochner and Pettis) to fuzzy random variables. The other three papers, two of them in the Journal of Multivariate Analysis, are on least squares estimation with fuzzy random variables, including "sqrt n" consistency and limit distributions, which I have never seen discussed elsewhere.
posted by Pedro Terán at 11:25 AM
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