On some local asymptotic properties of sequences with a random index

DOI10.1134/S1063454120030115MaRDI QIDQ2227906zbMATH OpenOpenAlexFDO

Authors O. V. Rusakov, Yu. V. Yakubovich, B. A. Baev

Publication date 16 February 2021

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1063454120030115

zbMATH Keywords

fractional Brownian motionfractional Ornstein-Uhlenbeck processmodulus of continuitypseudo-Poisson processrandom intensitytelegraph process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• A stochastic model related to the telegrapher's equation
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• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
• Semi-Stable Stochastic Processes
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Cited in

(7)

• Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
• Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums
• A local Benford Law for a class of arithmetic sequences
• scientific article; zbMATH DE number 2138429 (Why is no real title available?)
• On spectral properties of stationary random processes connected by a special random time change
• On long-range dependent time series driven by pseudo-Poisson type processes

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