Anisotropic scaling limits of long-range dependent random fields
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Cites work
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- A goodness-of-fit test for marginal distribution of linear random fields with long memory
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- Aggregation and memory of models of changing volatility
- Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- Aggregation of the random coefficient GLARCH(1,1) process
- Almost sure entropy and the variational principle for random fields with unbounded state space
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
- Anisotropic scaling of the random grain model with application to network traffic
- Asymptotics of weighted empirical processes of linear fields with long-range dependence
- Central limit theorems for long range dependent spatial linear processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorems for sequences of multiple stochastic integrals
- Central limit theorems for the excursion set volumes of weakly dependent random fields
- Contemporaneous aggregation of linear dynamic models in large economies
- Convergence of integrated processes of arbitrary Hermite rank
- Convergence of scaled renewal processes and a packet arrival model
- Fractional Brownian sheet
- Fractional elliptic, hyperbolic and parabolic random fields
- Gaussian and their subordinates self-similar random generalized fields
- Generalized Hermite processes, discrete chaos and limit theorems
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- Invariance principles for non-isotropic long memory random fields
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- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
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- Limit theorems for sums of linearly generated random variables
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- Macroscaling limit theorems for filtered spatiotemporal random fields
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- On Lamperti type limit theorem and scaling transition for random fields
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Cited in
(13)- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
- On Lamperti type limit theorem and scaling transition for random fields
- Invariance principles for operator-scaling Gaussian random fields
- Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
- Operator-scaling Gaussian random fields via aggregation
- Scaling transition for long-range dependent Gaussian random fields
- Scaling transition for nonlinear random fields with long-range dependence
- Scaling limits for random fields with long-range dependence
- Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
- scientific article; zbMATH DE number 705113 (Why is no real title available?)
- Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- Scaling limits for point random fields
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