Stochastic processes and long range dependence
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- Properties of the random effect transformation
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- Limit theorems for conservative flows on multiple stochastic integrals
- Optimal L^2-approximation of occupation and local times for symmetric stable processes
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- Phase transition for extremes of a family of stationary multiple-stable processes
- Approximation of solution to differential systems driven by Rosenblatt process containing noninstantaneous impulses
- Central limit theory for peaks-over-threshold partial sums of long memory linear time series
- Simulations for Karlin random fields
- Threshold estimation under strong dependence
- An informatic approach to a long memory stationary process
- Sandwiched SDEs with unbounded drift driven by Hölder noises
- Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
- The cosine series and regular variation in the Karamata and Zygmund senses
- Financial markets with no riskless (safe) asset
- PRICING DERIVATIVES IN HERMITE MARKETS
- The overdamped generalized Langevin equation with Hermite noise
- Detection of long range dependence in the time domain for (in)finite-variance time series
- Stochastic modelling and statistical analysis of spatial and long-range dependent data
- Tail processes for stable-regenerative multiple-stable model
- Multiple extremal integrals
- Regularly distributed randomly stopped sum, minimum, and maximum
- A class of self-similar processes indexed by R+×Cbn+1(R+)
- Distance covariance for discretized stochastic processes
- Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
- A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
- On categorical time series models with covariates
- Anisotropic scaling limits of long-range dependent random fields
- Singular properties of high-order spectral densities of supOU processes
- Iterated random walks in random scenery (PAPAPA)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators
- Long range dependence of heavy-tailed random functions
- Ergodicity and law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
- On discrete-time self-similar processes with stationary increments
- A family of log-correlated Gaussian processes
- Extreme value theory for long-range-dependent stable random fields
- Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
- Random walks in doubly random scenery
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- Gaussian and hermite Ornstein–Uhlenbeck processes
- scientific article; zbMATH DE number 3938381 (Why is no real title available?)
- Extremal clustering under moderate long range dependence and moderately heavy tails
- Spectral projections correlation structure for short-to-long range dependent processes
- Symmetric stable processes on amenable groups
- scientific article; zbMATH DE number 7709546 (Why is no real title available?)
- Long Range Dependence
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
- Parameter identification for the Hermite Ornstein-Uhlenbeck process
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