Limit theorems: some recent results
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Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- A deviation bound for -dependent sequences with applications to intermittent maps
- A Poisson bridge between fractional Brownian motion and stable Lévy motion
- A quenched invariance principle for stationary processes
- Aggregation of autoregressive random fields and anisotropic long-range dependence
- Aggregation of network traffic and anisotropic scaling of random fields
- An example of non-quenched convergence in the conditional central limit theorem for partial sums of a linear process
- An exponential inequality for U-statistics of i.i.d. data
- An invariance principle for stationary random fields under Hannan's condition
- Anisotropic scaling of the random grain model with application to network traffic
- Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Applied Probability and Queues
- Asymptotic deviation bounds for cumulative processes
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Central limit theorems for time series regression
- Convergence of scaled renewal processes and a packet arrival model
- Cumulative processes in basketball games
- Exponential inequalities for martingales with applications
- Functional Gaussian Approximation for Dependent Structures
- Generalized operator-scaling random ball model
- Heavy tailed time series
- Heavy tails and long range dependence in on/off processes and associated fluid models
- Holderian weak invariance principle for stationary mixing sequences
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- Hölderian weak invariance principle under a Hannan type condition
- Invariance principle for symmetric statistics
- Invariance principles for operator-scaling Gaussian random fields
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- Joint aggregation of random-coefficient AR(1) processes with common innovations
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
- Large deviation principles for renewal-reward processes
- Large deviation principles for the finite-dimensional distributions of compound renewal processes
- Large deviation principles for trajectories of compound renewal processes. I
- Large deviation principles for trajectories of compound renewal processes. II
- Limit theorems for U-statistics of Bernoulli data
- Limit theorems for Hawkes processes including inhibition
- Limit theorems for increments of compound renewal processes
- Limit theorems for weighted Bernoulli random fields under Hannan's condition
- Long-Range Dependence and Self-Similarity
- Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations
- Moderately large deviation principles for the trajectories of random walks and processes with independent increments
- Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
- On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- On the quenched central limit theorem for stationary random fields under projective criteria
- On the weak invariance principle for non-adapted sequences under projective criteria
- Operator scaling stable random fields
- Ordering of distributions and rearrangement of functions
- Quenched invariance principles for orthomartingale-like sequences
- Regenerative stochastic processes
- Sample covariances of random-coefficient AR(1) panel model
- Scaling Limits for Cumulative Input Processes
- Scaling limits for random fields with long-range dependence
- Scaling transition for long-range dependent Gaussian random fields
- Scaling transition for nonlinear random fields with long-range dependence
- Self-Similarity and Lamperti Transformation for Random Fields
- Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
- Spectra of some self-exciting and mutually exciting point processes
- Spectral representations of infinitely divisible processes
- Stochastic processes and long range dependence
- The central limit theorem for Markov chains with normal transition operators, started at a point
- The law of large numbers for \(U\)-statistics under absolute regularity
- The on-off network traffic model under intermediate scaling
- Weak dependence. With examples and applications.
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