Stochastic processes and long range dependence
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(only showing first 100 items - show all)- An integrate-and-fire model to generate spike trains with long-range dependence
- Representations of \(\max\)-stable processes via exponential tilting
- Applications of distance correlation to time series
- Sensitivity of the Hermite rank
- From random partitions to fractional Brownian sheets
- From infinite urn schemes to self-similar stable processes
- Random walks in doubly random scenery
- A family of random sup-measures with long-range dependence
- Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
- 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
- Extremal clustering under moderate long range dependence and moderately heavy tails
- How does tempering affect the local and global properties of fractional Brownian motion?
- Choquet random sup-measures with aggregations
- Limit theorems for conservative flows on multiple stochastic integrals
- Optimal L^2-approximation of occupation and local times for symmetric stable processes
- Tail measures and regular variation
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
- Estimation of cluster functionals for regularly varying time series: runs estimators
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
- Parameter identification for the Hermite Ornstein-Uhlenbeck process
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Distance covariance for discretized stochastic processes
- Extreme value theory for long-range-dependent stable random fields
- On discrete-time self-similar processes with stationary increments
- On categorical time series models with covariates
- Operator-scaling Gaussian random fields via aggregation
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
- Limit theorems for long-memory flows on Wiener chaos
- Anisotropic scaling limits of long-range dependent random fields
- Parameter estimation for ARTFIMA time series
- Extremal theory for long range dependent infinitely divisible processes
- Slowly varying functions in the Zygmund sense and generalized regular variation
- Local scaling limits of Lévy driven fractional random fields
- Regularly distributed randomly stopped sum, minimum, and maximum
- Large deviations for a class of tempered subordinators and their inverse processes
- scientific article; zbMATH DE number 3938381 (Why is no real title available?)
- Generalized operator-scaling random ball model
- Financial markets with no riskless (safe) asset
- The cosine series and regular variation in the Karamata and Zygmund senses
- Long range dependence for stable random processes
- Asymptotic theory for the detection of mixing in anomalous diffusion
- Spectral projections correlation structure for short-to-long range dependent processes
- On operator fractional Lévy motion: integral representations and time-reversibility
- Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
- Stochastic modelling and statistical analysis of spatial and long-range dependent data
- Simulations for Karlin random fields
- Long range dependence of heavy-tailed random functions
- Self-similar stochastic processes with stationary increments as limits of particle systems
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling
- PRICING DERIVATIVES IN HERMITE MARKETS
- Long-Range Dependence and Self-Similarity
- Long Range Dependence
- Gaussian and hermite Ornstein–Uhlenbeck processes
- Aggregation of network traffic and anisotropic scaling of random fields
- The harmonic mean formula for random processes
- An informatic approach to a long memory stationary process
- Sandwiched SDEs with unbounded drift driven by Hölder noises
- The overdamped generalized Langevin equation with Hermite noise
- Long-range dependent completely correlated mixed fractional Brownian motion
- Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data
- Symmetric stable processes on amenable groups
- Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators
- Fractional processes and their statistical inference: an overview
- Tail adversarial stability for regularly varying linear processes and their extensions
- On the Gaussian Volterra processes with power-type kernels
- Fractal dimensions of the Rosenblatt process
- scientific article; zbMATH DE number 7709546 (Why is no real title available?)
- Clustering of large deviations in moving average processes: the long memory regime
- On estimating the structure factor of a point process, with applications to hyperuniformity
- Detection of long range dependence in the time domain for (in)finite-variance time series
- A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
- When scattering transform meets non-Gaussian random processes, a double scaling limit result
- Randomized limit theorems for stationary ergodic random processes and fields
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
- The mean-reverting 4/2 stochastic volatility model: properties and financial applications
- Clustering of large deviations in moving average processes: the short memory regime
- Joint sum-and-max limit for a class of long-range dependent processes with heavy tails
- Properties of the random effect transformation
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- Cyclical long memory: decoupling, modulation, and modeling
- Shift-invariant homogeneous classes of random fields
- Phase transition for extremes of a family of stationary multiple-stable processes
- Tail processes for stable-regenerative multiple-stable model
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- How the instability of ranks under long memory affects large-sample inference
- Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
- Multiple extremal integrals
- A class of self-similar processes indexed by R+×Cbn+1(R+)
- Singular properties of high-order spectral densities of supOU processes
- Iterated random walks in random scenery (PAPAPA)
- Ergodicity and law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
- A family of log-correlated Gaussian processes
- Long-range correlations with finite-size effects from a superposition of uncorrelated pulses with power-law distributed durations
- Generalized Bernoulli process and fractional Poisson process
- Ergodicity of increments of the Rosenblatt process and some consequences.
- Limit theorems: some recent results
- A functional central limit theorem for weighted occupancy processes of the Karlin model
- Confidence intervals for Newton-Cotes quadratures based on stationary point processes
- Second-order regular variation and second-order approximation of Hawkes processes
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