Displaying similar documents to “Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes”

Moment estimation methods for stationary spatial Cox processes - A comparison

Jiří Dvořák, Michaela Prokešová (2012)

Kybernetika

Similarity:

In the present paper we consider the problem of fitting parametric spatial Cox point process models. We concentrate on the moment estimation methods based on the second order characteristics of the point process in question. These methods represent a simulation-free faster-to-compute alternative to the computationally intense maximum likelihood estimation. We give an overview of the available methods, discuss their properties and applicability. Further we present results of a simulation...

Local time and related sample paths of filtered white noises

Raby Guerbaz (2007)

Annales mathématiques Blaise Pascal

Similarity:

We study the existence and the regularity of the local time of filtered white noises X = { X ( t ) , t ∈ [ 0 , 1 ] } . We will also give Chung’s form of the law of iterated logarithm for X , this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.

Spectral density estimation for stationary stable random fields

Rachid Sabre (1995)

Applicationes Mathematicae

Similarity:

We consider a stationary symmetric stable bidimensional process with discrete time, having the spectral representation (1.1). We consider a general case where the spectral measure is assumed to be the sum of an absolutely continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines. We estimate the density of the absolutely continuous measure and the density on the lines.