Tauberian and Abelian theorems for long-range dependent random fields
From MaRDI portal
Publication:2513638
DOI10.1007/s11009-012-9276-9zbMath1307.60068arXiv1307.1857OpenAlexW2076979359MaRDI QIDQ2513638
Nikolai N. Leonenko, Andrew Ya. Olenko
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.1857
Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Tauberian theorems (40E05)
Related Items (29)
Sojourn functionals for spatiotemporal Gaussian random fields with long memory ⋮ Asymptotic normality of simultaneous estimators of cyclic long-memory processes ⋮ Limit theorems for filtered long-range dependent random fields ⋮ On stationarity properties of generalized Hermite-type processes ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Sojourn measures of Student and Fisher-Snedecor random fields ⋮ Elastodynamic problem on tensor random fields with fractal and Hurst effects ⋮ Asymptotic covariances for functionals of weakly stationary random fields ⋮ ON ASYMPTOTICS OF FUNCTIONALS OF RANDOM FIELDS WITH LONG-RANGE DEPENDENCE ⋮ Reduction principle for functionals of vector random fields ⋮ On a class of minimum contrast estimators for Gegenbauer random fields ⋮ Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels ⋮ Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence ⋮ Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D ⋮ Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function ⋮ Scaling limits of solutions of linear evolution equations with random initial conditions ⋮ Non-central limit theorems for functionals of random fields on hypersurfaces ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ On the rate of convergence to Rosenblatt-type distribution ⋮ Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \) ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Reduction principle for functionals of strong-weak dependent vector random fields ⋮ Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Impact force and moment problems on random mass density fields with fractal and Hurst effects ⋮ On rate of convergence in non-central limit theorems ⋮ Increasing domain asymptotics for the first Minkowski functional of spherical random fields ⋮ ON STATISTICAL PROPERTIES OF NONLINEAR FUNCTIONALS OF RANDOM FIELDS ⋮ Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On least squares estimation for long-memory lattice processes
- Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
- A multivariate Linnik distribution
- Slowly varying functions and asymptotic behavior of a class of integral transforms. III
- Analytic and asymptotic properties of generalized Linnik probability densities
- Extension of the Drasin-Shea-Jordan theorem
- Tauberian and Mercerian theorems for systems of kernels
- The V/S test of long-range dependence in random fields
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
- Abel-Tauber theorems for Hankel and Fourier transforms and a problem of Boas
- On the local behavior of characteristic functions
- Invariance principles for non-isotropic long memory random fields
- Long memory random fields
- Tauberian theorems and large deviations
- Ratio Mercerian Theorems with Applications to Hankel and Fourier Transforms
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- A tauberian theorem related to the modified Hankel transform
- Tauberian theorems for correlation functions and limit theorems for spherical averages of random fields
- Special trigonometric series in 𝑘-dimensions
- On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
- A Tauberian Theorem for Integral Transforms of Hankel Type
- Probabilistic Applications of Tauberian Theorems
- Regularly varying functions
This page was built for publication: Tauberian and Abelian theorems for long-range dependent random fields