Anisotropic scaling limits of long-range dependent random fields (Q2304435)

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English	Anisotropic scaling limits of long-range dependent random fields	scientific article

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scholarly article

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Anisotropic scaling limits of long-range dependent random fields (English)

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Lithuanian Mathematical Journal

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publication date

11 March 2020

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zbMATH Keywords

long-range dependent random fields

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anisotropic scaling limits

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Donatas Surgailis

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10986-019-09459-4

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Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

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Limit theorems for sums of linearly generated random variables

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The asymptotic dependence structure of the linear fractional Lévy motion

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Noncentral limit theorems and Appell polynomials

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Fractional Brownian sheet

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Generalized Hermite processes, discrete chaos and limit theorems

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Long-Memory Processes

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Operator scaling stable random fields

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On the central limit theorem for stationary mixing random fields

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Central limit theorems for non-linear functionals of Gaussian fields

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

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Spectral covariance and limit theorems for random fields with infinite variance

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On Lamperti type limit theorem and scaling transition for random fields

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Lamperti-Type Theorems for Random Fields

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The Invariance Principle for Stationary Processes

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Gaussian and their subordinates self-similar random generalized fields

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

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The on-off network traffic model under intermediate scaling

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Asymptotics of weighted empirical processes of linear fields with long-range dependence

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A Poisson bridge between fractional Brownian motion and stable Lévy motion

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Convergence of scaled renewal processes and a packet arrival model

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Self-Similarity and Lamperti Transformation for Random Fields

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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS

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A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

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Long memory relationships and the aggregation of dynamic models

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Limit theorems for functionals of moving averages

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A goodness-of-fit test for marginal distribution of linear random fields with long memory

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Almost sure entropy and the variational principle for random fields with unbounded state space

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Central limit theorems for long range dependent spatial linear processes

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Semi-Stable Stochastic Processes

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Invariance principles for non-isotropic long memory random fields

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Renewal regime switching and stable limit laws

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Random coefficient autoregression, regime switching and long memory

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Fractional elliptic, hyperbolic and parabolic random fields

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Random Processes by Example

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Is network traffic approximated by stable Lévy motion or fractional Brownian motion?

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Central limit theorems for sequences of multiple stochastic integrals

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Some remarks on definitions of memory for stationary random processes and fields

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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

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Joint aggregation of random-coefficient AR(1) processes with common innovations

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Anisotropic scaling of the random grain model with application to network traffic

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Scaling transition for nonlinear random fields with long-range dependence

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Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations

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Scaling transition for long-range dependent Gaussian random fields

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Aggregation of autoregressive random fields and anisotropic long-range dependence

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Stochastic Processes and Long Range Dependence

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Nonstandard limit theorem for infinite variance functionals

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Zones of attraction of self-similar multiple integrals

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Stable limits of sums of bounded functions of long memory moving averages with finite variance

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

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Weak convergence to fractional brownian motion and to the rosenblatt process

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Convergence of integrated processes of arbitrary Hermite rank

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Contemporaneous aggregation of linear dynamic models in large economies

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Aggregation and memory of models of changing volatility

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Identifiers

zbMATH Open document ID

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10.1007/s10986-019-09459-4

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2304435

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