Some general properties of elliptically symmetric and some related random processes
Oldřich Kropáč (1981)
Kybernetika
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Displaying similar documents to “Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.”
Some general properties of elliptically symmetric and some related random processes
Linear distribution processes.
Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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On estimation in random fields generated by linear stochastic partial differential equations
Jaroslav Mohapl (1999)
Mathematica Slovaca
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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.
Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
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Central limit theorem for solutions of random initialized differential equations: a simple proof.
Iribarren, Ileana, León, José R. (2006)
Journal of Applied Mathematics and Stochastic Analysis
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On a simple estimate of correlations of stationary random sequences
Jan Hurt (1973)
Aplikace matematiky
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Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory
Mohamedou Ould Haye (2002)
ESAIM: Probability and Statistics
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We study the asymptotic behavior of the empirical process when the underlying data are gaussian and exhibit seasonal long-memory. We prove that the limiting process can be quite different from the limit obtained in the case of regular long-memory. However, in both cases, the limiting process is degenerated. We apply our results to von–Mises functionals and -Statistics.