Displaying similar documents to “Ergodicity of increments of the Rosenblatt process and some consequences”

Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment

Ernest Nieznaj (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

Similarity:

We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.

On fully coupled continuous time random walks

W. Szczotka, P. Żebrowski (2012)

Applicationes Mathematicae

Similarity:

Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.

Development of the kriging method with application

Pavel Krejčíř (2002)

Applications of Mathematics

Similarity:

This paper describes a modification of the kriging method for working with the square root transformation of a spatial random process. We have developed this method for the situation where the spatial process observed is not supposed to be stationary but the assumption is that its square root is a second order stationary spatial random process. Consequently this method is developed for estimating the integral of the process observed and finally some application of the method is given...

Hurwicz's estimator of the autoregressive model with non-normal innovations

Youcef Berkoun, Hocine Fellag (2011)

Applicationes Mathematicae

Similarity:

Using the Bahadur representation of a sample quantile for m-dependent and strong mixing random variables, we establish the asymptotic distribution of the Hurwicz estimator for the coefficient of autoregression in a linear process with innovations belonging to the domain of attraction of an α-stable law (1 < α < 2). The present paper extends Hurwicz's result to the autoregressive model.

Minimum distance estimator for a hyperbolic stochastic partial differentialequation

Vincent Monsan, Modeste N&#039;zi (2000)

Applicationes Mathematicae

Similarity:

We study a minimum distance estimator in L 2 -norm for a class ofnonlinear hyperbolic stochastic partial differential equations, driven by atwo-parameter white noise. The consistency and asymptotic normality of thisestimator are established under some regularity conditions on thecoefficients. Our results are applied to the two-parameterOrnstein-Uhlenbeck process.

Central limit theorem for random measures generated by stationary processes of compact sets

Zbyněk Pawlas (2003)

Kybernetika

Similarity:

Random measures derived from a stationary process of compact subsets of the Euclidean space are introduced and the corresponding central limit theorem is formulated. The result does not require the Poisson assumption on the process. Approximate confidence intervals for the intensity of the corresponding random measure are constructed in the case of fibre processes.