Some general properties of elliptically symmetric and some related random processes
Oldřich Kropáč (1981)
Kybernetika
Similarity:
Oldřich Kropáč (1981)
Kybernetika
Similarity:
Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Jaroslav Mohapl (1999)
Mathematica Slovaca
Similarity:
Iglói, E., Terdik, G. (1999)
Electronic Journal of Probability [electronic only]
Similarity:
Iribarren, Ileana, León, José R. (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Jan Hurt (1973)
Aplikace matematiky
Similarity:
Mohamedou Ould Haye (2002)
ESAIM: Probability and Statistics
Similarity:
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.
Yimin Xiao (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
Similarity:
In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...