Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence (Q5086899): Difference between revisions

Latest revision as of 13:30, 29 July 2024

scientific article; zbMATH DE number 7554279

Language	Label	Description	Also known as
English	Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	scientific article; zbMATH DE number 7554279

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instance of

scholarly article

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title

Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence (English)

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8 July 2022

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full work available at URL

https://arxiv.org/abs/2008.00761

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zbMATH Keywords

Gaussian random field

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Hermite polynomial

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Wiener-Itô integral

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non-Gaussian limit

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non-stationary covariance function

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long memory

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MaRDI profile type

MaRDI publication profile

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cites work

Q3785142

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Limit theorems for filtered long-range dependent random fields

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Handbook of Financial Time Series

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On rate of convergence in non-central limit theorems

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Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

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Generalized Hermite processes, discrete chaos and limit theorems

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Long-Memory Processes

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Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

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Q5308973

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Central limit theorems for the excursion set volumes of weakly dependent random fields

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Non-central limit theorems for non-linear functional of Gaussian fields

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Nonseparable, Stationary Covariance Functions for Space–Time Data

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The Estimation of Seasonal Variation in Economic Time Series

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Q4174025

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Multiple Wiener integral

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Q4692964

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Scaling limits for random fields with long-range dependence

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Fractional random fields associated with stochastic fractional heat equations

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Long memory random fields

0 references

Invariance principles for non-isotropic long memory random fields

0 references

Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields

0 references

Q4242038

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Tauberian and Abelian theorems for long-range dependent random fields

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Sojourn measures of Student and Fisher-Snedecor random fields

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Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence

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Fractional Brownian Motions, Fractional Noises and Applications

0 references

Random Fields on the Sphere

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A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions

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Q4842684

0 references

On the rate of convergence for central limit theorems of sojourn times of Gaussian fields

0 references

Scaling transition for nonlinear random fields with long-range dependence

0 references

Regularization and integral representations of Hermite processes

0 references

Long-Range Dependence and Self-Similarity

0 references

Scaling transition for long-range dependent Gaussian random fields

0 references

The Estimation and Tracking of Frequency

0 references

Q3290160

0 references

Q5531487

0 references

Stochastic Processes and Long Range Dependence

0 references

Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)

0 references

Anisotropic scaling limits of long-range dependent random fields

0 references

Weak convergence to fractional brownian motion and to the rosenblatt process

0 references

Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping

0 references

Random heterogeneous materials. Microstructure and macroscopic properties

0 references

Analysis of Variations for Self-similar Processes

0 references

Random time series in astronomy

0 references

Q3717907

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Identifiers

zbMATH Open document ID

1496.60053

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DOI

10.1080/17442508.2021.1914620

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086899

@@ Property / cites work @@
+Q3785142
@@ Property / cites work: Q3785142 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for filtered long-range dependent random fields
+Normal rank
@@ Property / cites work @@
+Handbook of Financial Time Series
@@ Property / cites work: Handbook of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+On rate of convergence in non-central limit theorems
+Normal rank
@@ Property / cites work @@
+Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields
+Normal rank
@@ Property / cites work @@
+Generalized Hermite processes, discrete chaos and limit theorems
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q5308973
@@ Property / cites work: Q5308973 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for the excursion set volumes of weakly dependent random fields
+Normal rank
@@ Property / cites work @@
+Non-central limit theorems for non-linear functional of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Nonseparable, Stationary Covariance Functions for Space–Time Data
+Normal rank
@@ Property / cites work @@
+The Estimation of Seasonal Variation in Economic Time Series
+Normal rank
@@ Property / cites work @@
+Q4174025
@@ Property / cites work: Q4174025 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692964
@@ Property / cites work: Q4692964 / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling limits for random fields with long-range dependence
+Normal rank
@@ Property / cites work @@
+Fractional random fields associated with stochastic fractional heat equations
+Normal rank
@@ Property / cites work @@
+Long memory random fields
@@ Property / cites work: Long memory random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Invariance principles for non-isotropic long memory random fields
+Normal rank
@@ Property / cites work @@
+Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Q4242038
@@ Property / cites work: Q4242038 / rank @@
+Normal rank
@@ Property / cites work @@
+Tauberian and Abelian theorems for long-range dependent random fields
+Normal rank
@@ Property / cites work @@
+Sojourn measures of Student and Fisher-Snedecor random fields
+Normal rank
@@ Property / cites work @@
+Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Random Fields on the Sphere
@@ Property / cites work: Random Fields on the Sphere / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
+Normal rank
@@ Property / cites work @@
+Scaling transition for nonlinear random fields with long-range dependence
+Normal rank
@@ Property / cites work @@
+Regularization and integral representations of Hermite processes
+Normal rank
@@ Property / cites work @@
+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
+Normal rank
@@ Property / cites work @@
+Scaling transition for long-range dependent Gaussian random fields
+Normal rank
@@ Property / cites work @@
+The Estimation and Tracking of Frequency
@@ Property / cites work: The Estimation and Tracking of Frequency / rank @@
+Normal rank
@@ Property / cites work @@
+Q3290160
@@ Property / cites work: Q3290160 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5531487
@@ Property / cites work: Q5531487 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Processes and Long Range Dependence
@@ Property / cites work: Stochastic Processes and Long Range Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
+Normal rank
@@ Property / cites work @@
+Anisotropic scaling limits of long-range dependent random fields
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping
+Normal rank
@@ Property / cites work @@
+Random heterogeneous materials. Microstructure and macroscopic properties
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Random time series in astronomy
@@ Property / cites work: Random time series in astronomy / rank @@
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank