On asymptotics of discretized functionals of long-range dependent functional data

DOI10.1080/03610926.2020.1750653MaRDI QIDQ5079246zbMATH OpenOpenAlexFDO

Authors Tareq Alodat, Andriy Olenko

Publication date 25 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.10030

zbMATH Keywords

additive functionalfunctional dataHermite distributionslong-range dependencenon central limit theorems

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Random fields (60G60) Statistics (62-XX) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Cites work

• Analysis of variance for functional data
• Convergence of integrated processes of arbitrary Hermite rank
• Functional data analysis.
• scientific article; zbMATH DE number 3858094 (Why is no real title available?)
• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 1235906 (Why is no real title available?)
• scientific article; zbMATH DE number 194998 (Why is no real title available?)
• Limit theorems for weighted functionals of cyclical long-range dependent random fields
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• Multiple Wiener-Ito integrals. With applications to limit theorems
• MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
• Non-central limit theorems for non-linear functional of Gaussian fields
• On rate of convergence in non-central limit theorems
• On the rate of convergence to Rosenblatt-type distribution
• Prediction of Spatial Cumulative Distribution Functions Using Subsampling
• Properties and numerical evaluation of the Rosenblatt distribution
• Reduction principle for functionals of vector random fields
• Semiparametric analysis of long-range dependence in nonlinear regression
• Smoothing splines estimators for functional linear regression
• Sojourn measures of Student and Fisher-Snedecor random fields
• Spectral-marginal-based estimation of spatiotemporal long-range dependence
• Stochastic Models That Separate Fractal Dimension and the Hurst Effect
• Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
• Weak convergence of weighted additive functionals of long-range dependent fields
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation

Cited in

(2)

• Strong law of large numbers for functionals of random fields with unboundedly increasing covariances
• Asymptotic Behaviour of Discretised Functionals of Long-Range Dependent Functional Data

Describes a project that uses

Uses Software

• fda (R)
• RandomFields

This page was built for publication: On asymptotics of discretized functionals of long-range dependent functional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5079246)