Maini, Leonardo Asymptotic covariances for functionals of weakly stationary random fields. (English) Zbl 07812496 Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024). MSC: 60G60 60G10 60G12 60G15 60F05 PDFBibTeX XMLCite \textit{L. Maini}, Stochastic Processes Appl. 170, Article ID 104297, 19 p. (2024; Zbl 07812496) Full Text: DOI arXiv
Glynn, Peter W.; Wang, Rob J. A heavy-traffic perspective on departure process variability. (English) Zbl 07796465 Stochastic Processes Appl. 166, Article ID 104097, 25 p. (2023). MSC: 60-XX PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{R. J. Wang}, Stochastic Processes Appl. 166, Article ID 104097, 25 p. (2023; Zbl 07796465) Full Text: DOI
Loosveldt, L. Multifractional Hermite processes: definition and first properties. (English) Zbl 1523.60064 Stochastic Processes Appl. 165, 465-500 (2023). MSC: 60G22 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{L. Loosveldt}, Stochastic Processes Appl. 165, 465--500 (2023; Zbl 1523.60064) Full Text: DOI arXiv
Daw, Lara; Kerchev, George Fractal dimensions of the Rosenblatt process. (English) Zbl 07697552 Stochastic Processes Appl. 161, 544-571 (2023). MSC: 60G17 60G18 PDFBibTeX XMLCite \textit{L. Daw} and \textit{G. Kerchev}, Stochastic Processes Appl. 161, 544--571 (2023; Zbl 07697552) Full Text: DOI arXiv
Prodhomme, Adrien Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales. (English) Zbl 1514.60087 Stochastic Processes Appl. 160, 218-264 (2023). MSC: 60J27 60G15 60F17 92D25 PDFBibTeX XMLCite \textit{A. Prodhomme}, Stochastic Processes Appl. 160, 218--264 (2023; Zbl 1514.60087) Full Text: DOI arXiv
Shevchenko, Radomyra; Todino, Anna Paola Asymptotic behaviour of level sets of needlet random fields. (English) Zbl 1515.60159 Stochastic Processes Appl. 155, 268-318 (2023). MSC: 60G60 33C55 62M15 42C10 60F05 PDFBibTeX XMLCite \textit{R. Shevchenko} and \textit{A. P. Todino}, Stochastic Processes Appl. 155, 268--318 (2023; Zbl 1515.60159) Full Text: DOI arXiv
Kouritzin, Michael A.; Paul, Sounak On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. (English) Zbl 07577022 Stochastic Processes Appl. 152, 208-232 (2022). MSC: 62G32 62M10 60F15 PDFBibTeX XMLCite \textit{M. A. Kouritzin} and \textit{S. Paul}, Stochastic Processes Appl. 152, 208--232 (2022; Zbl 07577022) Full Text: DOI arXiv
Zhang, Yichen; Hurvich, Clifford M. Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility. (English) Zbl 07544408 Stochastic Processes Appl. 150, 972-994 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{C. M. Hurvich}, Stochastic Processes Appl. 150, 972--994 (2022; Zbl 07544408) Full Text: DOI
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 1494.60058 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 1494.60058) Full Text: DOI arXiv
Bashtova, Elena; Shashkin, Alexey Strong Gaussian approximation for cumulative processes. (English) Zbl 1495.60015 Stochastic Processes Appl. 150, 1-18 (2022). MSC: 60F17 60F15 60G50 PDFBibTeX XMLCite \textit{E. Bashtova} and \textit{A. Shashkin}, Stochastic Processes Appl. 150, 1--18 (2022; Zbl 1495.60015) Full Text: DOI arXiv
Fomichov, Vladimir; González Cázares, Jorge; Ivanovs, Jevgenijs Implementable coupling of Lévy process and Brownian motion. (English) Zbl 1479.60096 Stochastic Processes Appl. 142, 407-431 (2021). MSC: 60G51 60J65 60F17 PDFBibTeX XMLCite \textit{V. Fomichov} et al., Stochastic Processes Appl. 142, 407--431 (2021; Zbl 1479.60096) Full Text: DOI arXiv
Dai Pra, Paolo; Formentin, Marco; Pelino, Guglielmo A hierarchical mean field model of interacting spins. (English) Zbl 1471.58037 Stochastic Processes Appl. 140, 287-338 (2021). MSC: 58J65 60J25 60J60 60K35 82C22 82C44 PDFBibTeX XMLCite \textit{P. Dai Pra} et al., Stochastic Processes Appl. 140, 287--338 (2021; Zbl 1471.58037) Full Text: DOI arXiv
Surgailis, Donatas Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\). (English) Zbl 1454.60069 Stochastic Processes Appl. 130, No. 12, 7518-7546 (2020). MSC: 60G60 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 130, No. 12, 7518--7546 (2020; Zbl 1454.60069) Full Text: DOI arXiv
Amir, Gideon; Benjamini, Itai; Gurel-Gurevich, Ori; Kozma, Gady Random walk in changing environment. (English) Zbl 1454.60058 Stochastic Processes Appl. 130, No. 12, 7463-7482 (2020). MSC: 60G50 60K37 PDFBibTeX XMLCite \textit{G. Amir} et al., Stochastic Processes Appl. 130, No. 12, 7463--7482 (2020; Zbl 1454.60058) Full Text: DOI arXiv
Bai, Shuyang; Owada, Takashi; Wang, Yizao A functional non-central limit theorem for multiple-stable processes with long-range dependence. (English) Zbl 1455.60050 Stochastic Processes Appl. 130, No. 9, 5768-5801 (2020). MSC: 60F17 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 130, No. 9, 5768--5801 (2020; Zbl 1455.60050) Full Text: DOI arXiv
Düker, Marie-Christine Limit theorems in the context of multivariate long-range dependence. (English) Zbl 1450.60027 Stochastic Processes Appl. 130, No. 9, 5394-5425 (2020). MSC: 60F17 62M10 60G10 PDFBibTeX XMLCite \textit{M.-C. Düker}, Stochastic Processes Appl. 130, No. 9, 5394--5425 (2020; Zbl 1450.60027) Full Text: DOI arXiv
Barigozzi, Matteo; Trapani, Lorenzo Sequential testing for structural stability in approximate factor models. (English) Zbl 1441.62208 Stochastic Processes Appl. 130, No. 8, 5149-5187 (2020). MSC: 62L10 62L12 62H25 62M10 62P20 62M07 15A18 PDFBibTeX XMLCite \textit{M. Barigozzi} and \textit{L. Trapani}, Stochastic Processes Appl. 130, No. 8, 5149--5187 (2020; Zbl 1441.62208) Full Text: DOI arXiv
Ayache, Antoine Lower bound for local oscillations of Hermite processes. (English) Zbl 1444.60028 Stochastic Processes Appl. 130, No. 8, 4593-4607 (2020). MSC: 60G17 60G18 60H05 PDFBibTeX XMLCite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI arXiv
Rang, Guanglin From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions. (English) Zbl 1434.60076 Stochastic Processes Appl. 130, No. 6, 3408-3444 (2020). MSC: 60F05 60H15 82C05 PDFBibTeX XMLCite \textit{G. Rang}, Stochastic Processes Appl. 130, No. 6, 3408--3444 (2020; Zbl 1434.60076) Full Text: DOI arXiv
Kato, Kengo; Kurisu, Daisuke Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations. (English) Zbl 1471.60032 Stochastic Processes Appl. 130, No. 3, 1159-1205 (2020). MSC: 60F05 60G51 62G09 62G15 62M15 PDFBibTeX XMLCite \textit{K. Kato} and \textit{D. Kurisu}, Stochastic Processes Appl. 130, No. 3, 1159--1205 (2020; Zbl 1471.60032) Full Text: DOI arXiv
Bibinger, Markus; Madensoy, Mehmet Change-point inference on volatility in noisy Itô semimartingales. (English) Zbl 1428.62384 Stochastic Processes Appl. 129, No. 12, 4878-4925 (2019). MSC: 62M10 62G10 62P05 91G70 PDFBibTeX XMLCite \textit{M. Bibinger} and \textit{M. Madensoy}, Stochastic Processes Appl. 129, No. 12, 4878--4925 (2019; Zbl 1428.62384) Full Text: DOI arXiv
Tudor, Ciprian A.; Yoshida, Nakahiro Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054 Stochastic Processes Appl. 129, No. 9, 3499-3526 (2019). MSC: 60H07 60F05 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{N. Yoshida}, Stochastic Processes Appl. 129, No. 9, 3499--3526 (2019; Zbl 1429.60054) Full Text: DOI arXiv
Es-Sebaiy, Khalifa; Viens, Frederi G. Optimal rates for parameter estimation of stationary Gaussian processes. (English) Zbl 1422.60031 Stochastic Processes Appl. 129, No. 9, 3018-3054 (2019). MSC: 60F05 60G15 62F12 62M09 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{F. G. Viens}, Stochastic Processes Appl. 129, No. 9, 3018--3054 (2019; Zbl 1422.60031) Full Text: DOI arXiv
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 PDFBibTeX XMLCite \textit{H. Araya} and \textit{C. A. Tudor}, Stochastic Processes Appl. 129, No. 7, 2582--2605 (2019; Zbl 1451.60052) Full Text: DOI
Bai, Shuyang; Taqqu, Murad S. Sensitivity of the Hermite rank. (English) Zbl 1412.62114 Stochastic Processes Appl. 129, No. 3, 822-840 (2019). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 129, No. 3, 822--840 (2019; Zbl 1412.62114) Full Text: DOI arXiv
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence On the Komlós, Major and Tusnády strong approximation for some classes of random iterates. (English) Zbl 1384.60071 Stochastic Processes Appl. 128, No. 4, 1347-1385 (2018). MSC: 60F17 60G10 60J05 PDFBibTeX XMLCite \textit{C. Cuny} et al., Stochastic Processes Appl. 128, No. 4, 1347--1385 (2018; Zbl 1384.60071) Full Text: DOI arXiv
Harnett, Daniel; Nualart, David Central limit theorem for functionals of a generalized self-similar Gaussian process. (English) Zbl 1380.60034 Stochastic Processes Appl. 128, No. 2, 404-425 (2018). MSC: 60F05 60G18 60H07 PDFBibTeX XMLCite \textit{D. Harnett} and \textit{D. Nualart}, Stochastic Processes Appl. 128, No. 2, 404--425 (2018; Zbl 1380.60034) Full Text: DOI arXiv
Diel, Roland; Lerasle, Matthieu Non parametric estimation for random walks in random environment. (English) Zbl 06814945 Stochastic Processes Appl. 128, No. 1, 132-155 (2018). MSC: 62G05 62E17 60K37 PDFBibTeX XMLCite \textit{R. Diel} and \textit{M. Lerasle}, Stochastic Processes Appl. 128, No. 1, 132--155 (2018; Zbl 06814945) Full Text: DOI arXiv
Nicolaescu, Liviu I. A CLT concerning critical points of random functions on a Euclidean space. (English) Zbl 1381.60070 Stochastic Processes Appl. 127, No. 10, 3412-3446 (2017). MSC: 60F05 60B20 60D05 60G15 PDFBibTeX XMLCite \textit{L. I. Nicolaescu}, Stochastic Processes Appl. 127, No. 10, 3412--3446 (2017; Zbl 1381.60070) Full Text: DOI arXiv
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Naitzat, Gregory; Adler, Robert J. A central limit theorem for the Euler integral of a Gaussian random field. (English) Zbl 1366.53055 Stochastic Processes Appl. 127, No. 6, 2036-2067 (2017). MSC: 53C65 60D05 60F05 60G15 PDFBibTeX XMLCite \textit{G. Naitzat} and \textit{R. J. Adler}, Stochastic Processes Appl. 127, No. 6, 2036--2067 (2017; Zbl 1366.53055) Full Text: DOI arXiv
Jaramillo, Arturo; Nualart, David Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. (English) Zbl 1354.60042 Stochastic Processes Appl. 127, No. 2, 669-700 (2017). MSC: 60G22 60F05 PDFBibTeX XMLCite \textit{A. Jaramillo} and \textit{D. Nualart}, Stochastic Processes Appl. 127, No. 2, 669--700 (2017; Zbl 1354.60042) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S.; Zhang, Ting A unified approach to self-normalized block sampling. (English) Zbl 1338.62123 Stochastic Processes Appl. 126, No. 8, 2465-2493 (2016). MSC: 62G09 60G18 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 8, 2465--2493 (2016; Zbl 1338.62123) Full Text: DOI arXiv
Major, Péter Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables. (English) Zbl 1343.60022 Stochastic Processes Appl. 126, No. 1, 118-137 (2016). Reviewer: Dongsheng Tu (Kingston) MSC: 60F10 60F05 60G50 PDFBibTeX XMLCite \textit{P. Major}, Stochastic Processes Appl. 126, No. 1, 118--137 (2016; Zbl 1343.60022) Full Text: DOI
Major, Péter Sharp estimate on the supremum of a class of sums of small i.i.d. random variables. (English) Zbl 1343.60021 Stochastic Processes Appl. 126, No. 1, 100-117 (2016). Reviewer: Dongsheng Tu (Kingston) MSC: 60F10 60G50 PDFBibTeX XMLCite \textit{P. Major}, Stochastic Processes Appl. 126, No. 1, 100--117 (2016; Zbl 1343.60021) Full Text: DOI arXiv
Puplinskaitė, Donata; Surgailis, Donatas Scaling transition for long-range dependent Gaussian random fields. (English) Zbl 1317.60062 Stochastic Processes Appl. 125, No. 6, 2256-2271 (2015). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 125, No. 6, 2256--2271 (2015; Zbl 1317.60062) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Convergence of long-memory discrete \(k\)th order Volterra processes. (English) Zbl 1329.60022 Stochastic Processes Appl. 125, No. 5, 2026-2053 (2015). MSC: 60F05 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 125, No. 5, 2026--2053 (2015; Zbl 1329.60022) Full Text: DOI arXiv
Gärtner, Kerstin; Podolskij, Mark On non-standard limits of Brownian semi-stationary processes. (English) Zbl 1327.60060 Stochastic Processes Appl. 125, No. 2, 653-677 (2015). MSC: 60F05 60F15 60F17 60G48 60G10 60H05 PDFBibTeX XMLCite \textit{K. Gärtner} and \textit{M. Podolskij}, Stochastic Processes Appl. 125, No. 2, 653--677 (2015; Zbl 1327.60060) Full Text: DOI arXiv
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. (English) Zbl 1333.60072 Stochastic Processes Appl. 124, No. 7, 2517-2541 (2014). MSC: 60G18 60G22 60F05 60H05 PDFBibTeX XMLCite \textit{M. Clausel} et al., Stochastic Processes Appl. 124, No. 7, 2517--2541 (2014; Zbl 1333.60072) Full Text: DOI arXiv
Arras, Benjamin On a class of self-similar processes with stationary increments in higher order Wiener chaoses. (English) Zbl 1329.60100 Stochastic Processes Appl. 124, No. 7, 2415-2441 (2014). MSC: 60G18 60G17 60H05 60G22 42C40 28A78 28A80 PDFBibTeX XMLCite \textit{B. Arras}, Stochastic Processes Appl. 124, No. 7, 2415--2441 (2014; Zbl 1329.60100) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Generalized Hermite processes, discrete chaos and limit theorems. (English) Zbl 1282.60043 Stochastic Processes Appl. 124, No. 4, 1710-1739 (2014). MSC: 60G18 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 124, No. 4, 1710--1739 (2014; Zbl 1282.60043) Full Text: DOI arXiv
Wang, Wensheng Invariance principles for generalized domains of semistable attraction. (English) Zbl 1284.60091 Stochastic Processes Appl. 124, No. 1, 1-17 (2014). MSC: 60G50 60K40 60F17 PDFBibTeX XMLCite \textit{W. Wang}, Stochastic Processes Appl. 124, No. 1, 1--17 (2014; Zbl 1284.60091) Full Text: DOI
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.; Podolskij, Mark Asymptotic theory for Brownian semi-stationary processes with application to turbulence. (English) Zbl 1295.60044 Stochastic Processes Appl. 123, No. 7, 2552-2574 (2013). MSC: 60G15 60F05 60F17 60H05 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Stochastic Processes Appl. 123, No. 7, 2552--2574 (2013; Zbl 1295.60044) Full Text: DOI arXiv
Zhang, Ting; Ho, Hwai-Chung; Wendler, Martin; Wu, Wei Biao Block sampling under strong dependence. (English) Zbl 1417.62261 Stochastic Processes Appl. 123, No. 6, 2323-2339 (2013). MSC: 62M10 62G09 62G20 60G10 PDFBibTeX XMLCite \textit{T. Zhang} et al., Stochastic Processes Appl. 123, No. 6, 2323--2339 (2013; Zbl 1417.62261) Full Text: DOI arXiv
Pham, Viet-Hung On the rate of convergence for central limit theorems of sojourn times of Gaussian fields. (English) Zbl 1302.60050 Stochastic Processes Appl. 123, No. 6, 2158-2174 (2013). MSC: 60F05 60G15 60G60 60H07 PDFBibTeX XMLCite \textit{V.-H. Pham}, Stochastic Processes Appl. 123, No. 6, 2158--2174 (2013; Zbl 1302.60050) Full Text: DOI arXiv
Veillette, Mark S.; Taqqu, Murad S. Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables. (English) Zbl 1236.60027 Stochastic Processes Appl. 122, No. 3, 885-909 (2012). MSC: 60F05 60E10 60E99 PDFBibTeX XMLCite \textit{M. S. Veillette} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 122, No. 3, 885--909 (2012; Zbl 1236.60027) Full Text: DOI arXiv
Merlevède, Florence; Rio, Emmanuel Strong approximation of partial sums under dependence conditions with application to dynamical systems. (English) Zbl 1230.60034 Stochastic Processes Appl. 122, No. 1, 386-417 (2012). MSC: 60F17 37E05 60F15 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{E. Rio}, Stochastic Processes Appl. 122, No. 1, 386--417 (2012; Zbl 1230.60034) Full Text: DOI arXiv
Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark Quantitative Breuer-Major theorems. (English) Zbl 1225.60045 Stochastic Processes Appl. 121, No. 4, 793-812 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60H05 60G15 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} et al., Stochastic Processes Appl. 121, No. 4, 793--812 (2011; Zbl 1225.60045) Full Text: DOI arXiv
Bardet, J.-M.; Tudor, C. A. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. (English) Zbl 1203.60043 Stochastic Processes Appl. 120, No. 12, 2331-2362 (2010). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J. M. Bardet} and \textit{C. A. Tudor}, Stochastic Processes Appl. 120, No. 12, 2331--2362 (2010; Zbl 1203.60043) Full Text: DOI arXiv
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S. Almost sure central limit theorems on the Wiener space. (English) Zbl 1219.60020 Stochastic Processes Appl. 120, No. 9, 1607-1628 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G15 60H05 60H07 60F15 PDFBibTeX XMLCite \textit{B. Bercu} et al., Stochastic Processes Appl. 120, No. 9, 1607--1628 (2010; Zbl 1219.60020) Full Text: DOI arXiv Link
Alpay, Daniel; Attia, Haim; Levanony, David On the characteristics of a class of Gaussian processes within the white noise space setting. (English) Zbl 1197.60037 Stochastic Processes Appl. 120, No. 7, 1074-1104 (2010). MSC: 60G15 60G22 60H40 47B32 PDFBibTeX XMLCite \textit{D. Alpay} et al., Stochastic Processes Appl. 120, No. 7, 1074--1104 (2010; Zbl 1197.60037) Full Text: DOI arXiv
Marcus, Michael B.; Rosen, Jay Asymptotic expansions for functions of the increments of certain Gaussian processes. (English) Zbl 1200.60028 Stochastic Processes Appl. 120, No. 2, 195-222 (2010). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60F25 60G15 60F05 PDFBibTeX XMLCite \textit{M. B. Marcus} and \textit{J. Rosen}, Stochastic Processes Appl. 120, No. 2, 195--222 (2010; Zbl 1200.60028) Full Text: DOI arXiv
Garzón, J.; Gorostiza, L. G.; León, J. A. A strong uniform approximation of fractional Brownian motion by means of transport processes. (English) Zbl 1205.60063 Stochastic Processes Appl. 119, No. 10, 3435-3452 (2009). Reviewer: Peter Kern (Düsseldorf) MSC: 60F15 60G22 60G15 60G18 PDFBibTeX XMLCite \textit{J. Garzón} et al., Stochastic Processes Appl. 119, No. 10, 3435--3452 (2009; Zbl 1205.60063) Full Text: DOI
Settati, Adel Gaussian approximation of the empirical process under random entropy conditions. (English) Zbl 1162.60315 Stochastic Processes Appl. 119, No. 5, 1541-1560 (2009). MSC: 60F15 60F05 62G30 PDFBibTeX XMLCite \textit{A. Settati}, Stochastic Processes Appl. 119, No. 5, 1541--1560 (2009; Zbl 1162.60315) Full Text: DOI
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Asymptotic results for the empirical process of stationary sequences. (English) Zbl 1161.60312 Stochastic Processes Appl. 119, No. 4, 1298-1324 (2009). MSC: 60F17 60F15 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stochastic Processes Appl. 119, No. 4, 1298--1324 (2009; Zbl 1161.60312) Full Text: DOI
Gaudillière, A. Collision probability for random trajectories in two dimensions. (English) Zbl 1159.60352 Stochastic Processes Appl. 119, No. 3, 775-810 (2009). MSC: 60K35 60J45 82C41 PDFBibTeX XMLCite \textit{A. Gaudillière}, Stochastic Processes Appl. 119, No. 3, 775--810 (2009; Zbl 1159.60352) Full Text: DOI arXiv
Liu, Weidong; Lin, Zhengyan Strong approximation for a class of stationary processes. (English) Zbl 1157.60311 Stochastic Processes Appl. 119, No. 1, 249-280 (2009). MSC: 60F17 60F05 60G10 PDFBibTeX XMLCite \textit{W. Liu} and \textit{Z. Lin}, Stochastic Processes Appl. 119, No. 1, 249--280 (2009; Zbl 1157.60311) Full Text: DOI
Nualart, D.; Ortiz-Latorre, S. Central limit theorems for multiple stochastic integrals and Malliavin calculus. (English) Zbl 1142.60015 Stochastic Processes Appl. 118, No. 4, 614-628 (2008). Reviewer: Tae Il. Jeon (Taejon) MSC: 60F05 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{S. Ortiz-Latorre}, Stochastic Processes Appl. 118, No. 4, 614--628 (2008; Zbl 1142.60015) Full Text: DOI arXiv
Marinucci, Domenico; Peccati, Giovanni High-frequency asymptotics for subordinated stationary fields on an abelian compact group. (English) Zbl 1143.60007 Stochastic Processes Appl. 118, No. 4, 585-613 (2008). Reviewer: Gennadiy M. Fel’dman (Khar’kov) MSC: 60B15 60F05 60G60 PDFBibTeX XMLCite \textit{D. Marinucci} and \textit{G. Peccati}, Stochastic Processes Appl. 118, No. 4, 585--613 (2008; Zbl 1143.60007) Full Text: DOI arXiv
Horváth, Lajos; Shao, Qi-Man Limit theorems for permutations of empirical processes with applications to change point analysis. (English) Zbl 1129.60033 Stochastic Processes Appl. 117, No. 12, 1870-1888 (2007). MSC: 60F17 62G09 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{Q.-M. Shao}, Stochastic Processes Appl. 117, No. 12, 1870--1888 (2007; Zbl 1129.60033) Full Text: DOI
Bégyn, Arnaud Functional limit theorems for generalized quadratic variations of Gaussian processes. (English) Zbl 1129.60032 Stochastic Processes Appl. 117, No. 12, 1848-1869 (2007). MSC: 60F17 60F05 60G15 60G18 62G05 PDFBibTeX XMLCite \textit{A. Bégyn}, Stochastic Processes Appl. 117, No. 12, 1848--1869 (2007; Zbl 1129.60032) Full Text: DOI
Zhao, Zhibiao; Wu, Wei Biao Asymptotic theory for curve-crossing analysis. (English) Zbl 1131.60017 Stochastic Processes Appl. 117, No. 7, 862-877 (2007). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60H05 PDFBibTeX XMLCite \textit{Z. Zhao} and \textit{W. B. Wu}, Stochastic Processes Appl. 117, No. 7, 862--877 (2007; Zbl 1131.60017) Full Text: DOI
León, José; Ludeña, Carenne Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift. (English) Zbl 1110.60023 Stochastic Processes Appl. 117, No. 3, 271-296 (2007). MSC: 60F17 60G15 60G18 60J55 60J65 PDFBibTeX XMLCite \textit{J. León} and \textit{C. Ludeña}, Stochastic Processes Appl. 117, No. 3, 271--296 (2007; Zbl 1110.60023) Full Text: DOI
Russo, Francesco; Tudor, Ciprian A. On bifractional Brownian motion. (English) Zbl 1100.60019 Stochastic Processes Appl. 116, No. 5, 830-856 (2006). Reviewer: Jacques Franchi (Strasbourg) MSC: 60G18 60G15 60H05 PDFBibTeX XMLCite \textit{F. Russo} and \textit{C. A. Tudor}, Stochastic Processes Appl. 116, No. 5, 830--856 (2006; Zbl 1100.60019) Full Text: DOI
Berthet, Philippe Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes. (English) Zbl 1075.60028 Stochastic Processes Appl. 115, No. 3, 493-537 (2005). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60G17 60F15 60F17 60J65 PDFBibTeX XMLCite \textit{P. Berthet}, Stochastic Processes Appl. 115, No. 3, 493--537 (2005; Zbl 1075.60028) Full Text: DOI
Khoshnevisan, Davar; Révész, Pál; Shi, Zhan Level crossings of a two-parameter random walk. (English) Zbl 1072.60062 Stochastic Processes Appl. 115, No. 3, 359-380 (2005). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J55 60G50 60F17 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., Stochastic Processes Appl. 115, No. 3, 359--380 (2005; Zbl 1072.60062) Full Text: DOI
Ben Hariz, Samir Uniform CLT for empirical process. (English) Zbl 1080.60028 Stochastic Processes Appl. 115, No. 2, 339-358 (2005). Reviewer: Ulrich Stadtmüller (Ulm) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{S. Ben Hariz}, Stochastic Processes Appl. 115, No. 2, 339--358 (2005; Zbl 1080.60028) Full Text: DOI
Csáki, Endre; Révész, Pál; Shi, Zhan Large void zones and occupation times for coalescing random walks. (English) Zbl 1081.60066 Stochastic Processes Appl. 111, No. 1, 97-118 (2004). Reviewer: S. K. Srinivasan (Chennai) MSC: 60K35 60G10 60K37 PDFBibTeX XMLCite \textit{E. Csáki} et al., Stochastic Processes Appl. 111, No. 1, 97--118 (2004; Zbl 1081.60066) Full Text: DOI
Fahrner, Ingo A strong invariance principle for the logarithmic average of sample maxima. (English) Zbl 1053.60030 Stochastic Processes Appl. 93, No. 2, 317-337 (2001). MSC: 60F17 60G70 60F05 60F15 PDFBibTeX XMLCite \textit{I. Fahrner}, Stochastic Processes Appl. 93, No. 2, 317--337 (2001; Zbl 1053.60030) Full Text: DOI
Szabados, Tamás Strong approximation of fractional Brownian motion by moving averages of simple random walks. (English) Zbl 1047.60032 Stochastic Processes Appl. 92, No. 1, 31-60 (2001). Reviewer: Bohdan Maslowski (Praha) MSC: 60G15 60F15 60G50 PDFBibTeX XMLCite \textit{T. Szabados}, Stochastic Processes Appl. 92, No. 1, 31--60 (2001; Zbl 1047.60032) Full Text: DOI arXiv
Berzin-Joseph, Corinne; León, José R.; Ortega, Joaquín Non-linear functionals of the Brownian bridge and some applications. (English) Zbl 1047.60082 Stochastic Processes Appl. 92, No. 1, 11-30 (2001). MSC: 60J65 PDFBibTeX XMLCite \textit{C. Berzin-Joseph} et al., Stochastic Processes Appl. 92, No. 1, 11--30 (2001; Zbl 1047.60082) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI
Chi, Zhiyi Stationary self-similar random fields on the integer lattice. (English) Zbl 1047.60035 Stochastic Processes Appl. 91, No. 1, 99-113 (2001). Reviewer: Petr Lachout (Praha) MSC: 60G18 60G60 PDFBibTeX XMLCite \textit{Z. Chi}, Stochastic Processes Appl. 91, No. 1, 99--113 (2001; Zbl 1047.60035) Full Text: DOI
Courbot, B. Rates of convergence in the functional CLT for multidimensional continuous time martingales. (English) Zbl 1047.60026 Stochastic Processes Appl. 91, No. 1, 57-76 (2001). Reviewer: Petr Lachout (Praha) MSC: 60F17 60G44 PDFBibTeX XMLCite \textit{B. Courbot}, Stochastic Processes Appl. 91, No. 1, 57--76 (2001; Zbl 1047.60026) Full Text: DOI
Révész, Pál; Shi, Zhan Strong approximation of spatial random walk in random scenery. (English) Zbl 1045.60041 Stochastic Processes Appl. 88, No. 2, 329-345 (2000). Reviewer: František Matúš (Praha) MSC: 60G50 60F15 PDFBibTeX XMLCite \textit{P. Révész} and \textit{Z. Shi}, Stochastic Processes Appl. 88, No. 2, 329--345 (2000; Zbl 1045.60041) Full Text: DOI
Arcones, Miguel A. Distributional limit theorems over a stationary Gaussian sequence of random vectors. (English) Zbl 1045.60019 Stochastic Processes Appl. 88, No. 1, 135-159 (2000). Reviewer: Petr Lachout (Praha) MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{M. A. Arcones}, Stochastic Processes Appl. 88, No. 1, 135--159 (2000; Zbl 1045.60019) Full Text: DOI
Hu, Yueyun Tightness of localization and return time in random environment. (English) Zbl 1028.60077 Stochastic Processes Appl. 86, No. 1, 81-101 (2000). MSC: 60J60 60G50 60F05 PDFBibTeX XMLCite \textit{Y. Hu}, Stochastic Processes Appl. 86, No. 1, 81--101 (2000; Zbl 1028.60077) Full Text: DOI
Ahn, V. V.; Leonenko, N. N. Non-Gaussian scenarios for the heat equation with singular initial conditions. (English) Zbl 1001.60071 Stochastic Processes Appl. 84, No. 1, 91-114 (1999). Reviewer: Bohdan Maslowski (Praha) MSC: 60H15 PDFBibTeX XMLCite \textit{V. V. Ahn} and \textit{N. N. Leonenko}, Stochastic Processes Appl. 84, No. 1, 91--114 (1999; Zbl 1001.60071) Full Text: DOI
Bojdecki, Tomasz; Jakubowski, Jacek Invariant measures for generalized Langevin equations in conuclear spaces. (English) Zbl 0997.60067 Stochastic Processes Appl. 84, No. 1, 1-24 (1999). Reviewer: Jan Seidler (Praha) MSC: 60H15 60J35 PDFBibTeX XMLCite \textit{T. Bojdecki} and \textit{J. Jakubowski}, Stochastic Processes Appl. 84, No. 1, 1--24 (1999; Zbl 0997.60067) Full Text: DOI
Masry, Elias; Mielniczuk, Jan Local linear regression estimation for time series with long-range dependence. (English) Zbl 0991.62024 Stochastic Processes Appl. 82, No. 2, 173-193 (1999). Reviewer: Marie Hušková (Praha) MSC: 62G08 62J05 62M10 62E20 PDFBibTeX XMLCite \textit{E. Masry} and \textit{J. Mielniczuk}, Stochastic Processes Appl. 82, No. 2, 173--193 (1999; Zbl 0991.62024) Full Text: DOI
Dermoune, A.; Hamadène, S.; Ouknine, Y. Limit theorem for the statistical solution of Burgers equation. (English) Zbl 0961.60034 Stochastic Processes Appl. 81, No. 2, 217-230 (1999). Reviewer: B.Maslowski (Praha) MSC: 60F05 60G10 60G15 PDFBibTeX XMLCite \textit{A. Dermoune} et al., Stochastic Processes Appl. 81, No. 2, 217--230 (1999; Zbl 0961.60034) Full Text: DOI
Csörgő, Miklós; Norvaiša, Rimas; Szyszkowicz, Barbara Convergence of weighted partial sums when the limiting distribution is not necessarily Radon. (English) Zbl 0964.60037 Stochastic Processes Appl. 81, No. 1, 81-101 (1999). Reviewer: Jaroslav Tišer (Praha) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Csörgő} et al., Stochastic Processes Appl. 81, No. 1, 81--101 (1999; Zbl 0964.60037) Full Text: DOI
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas Variance-type estimation of long memory. (English) Zbl 0955.62090 Stochastic Processes Appl. 80, No. 1, 1-24 (1999). Reviewer: J. Anděl (Praha) MSC: 62M10 62G05 62F12 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Stochastic Processes Appl. 80, No. 1, 1--24 (1999; Zbl 0955.62090) Full Text: DOI
Csáki, Endre; Shi, Zhan Some \(\liminf\) results for two-parameter processes. (English) Zbl 0934.60068 Stochastic Processes Appl. 78, No. 1, 27-46 (1998). Reviewer: Jan Seidler (Praha) MSC: 60J65 60F15 60G60 PDFBibTeX XMLCite \textit{E. Csáki} and \textit{Z. Shi}, Stochastic Processes Appl. 78, No. 1, 27--46 (1998; Zbl 0934.60068) Full Text: DOI
Shi, Zhan A local time curiosity in random environment. (English) Zbl 0932.60054 Stochastic Processes Appl. 76, No. 2, 231-250 (1998). Reviewer: M.Janžura (Praha) MSC: 60G50 60J55 PDFBibTeX XMLCite \textit{Z. Shi}, Stochastic Processes Appl. 76, No. 2, 231--250 (1998; Zbl 0932.60054) Full Text: DOI
Leonenko, N. N.; Woyczynski, W. A. Exact parabolic asymptotics for singular \(n\)-D Burgers’ random fields: Gaussian approximation. (English) Zbl 0928.35214 Stochastic Processes Appl. 76, No. 2, 141-165 (1998). Reviewer: Jan Seidler (Praha) MSC: 35R60 35Q53 60F99 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{W. A. Woyczynski}, Stochastic Processes Appl. 76, No. 2, 141--165 (1998; Zbl 0928.35214) Full Text: DOI
Zhang, Biao A note on the integrated square errors of kernel density estimators under random censorship. (English) Zbl 0926.62028 Stochastic Processes Appl. 75, No. 2, 225-234 (1998). Reviewer: I.Vajda (Praha) MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{B. Zhang}, Stochastic Processes Appl. 75, No. 2, 225--234 (1998; Zbl 0926.62028) Full Text: DOI
Grill, Karl Strassen-type laws for independent random walks. (English) Zbl 0943.60028 Stochastic Processes Appl. 71, No. 1, 1-10 (1997). Reviewer: P. Lachout (Praha) MSC: 60F17 60G50 PDFBibTeX XMLCite \textit{K. Grill}, Stochastic Processes Appl. 71, No. 1, 1--10 (1997; Zbl 0943.60028) Full Text: DOI
Einmahl, John H. J. Poisson and Gaussian approximation of weighted local empirical processes. (English) Zbl 0911.60004 Stochastic Processes Appl. 70, No. 1, 31-58 (1997). Reviewer: Zuzana Prášková (Praha) MSC: 60F05 62E20 62G30 60F17 PDFBibTeX XMLCite \textit{J. H. J. Einmahl}, Stochastic Processes Appl. 70, No. 1, 31--58 (1997; Zbl 0911.60004) Full Text: DOI
Ho, Hwai-Chung On central and non-central limit theorems in density estimation for sequences of long-range dependence. (English) Zbl 0902.62046 Stochastic Processes Appl. 63, No. 2, 153-174 (1996). Reviewer: G.Dohnal (Praha) MSC: 62G07 62G20 60G10 60F05 PDFBibTeX XMLCite \textit{H.-C. Ho}, Stochastic Processes Appl. 63, No. 2, 153--174 (1996; Zbl 0902.62046) Full Text: DOI
Adell, J. A.; de la Cal, J. Optimal Poisson approximation of uniform empirical processes. (English) Zbl 0879.60030 Stochastic Processes Appl. 64, No. 1, 135-142 (1996). MSC: 60F99 60G99 62E20 PDFBibTeX XMLCite \textit{J. A. Adell} and \textit{J. de la Cal}, Stochastic Processes Appl. 64, No. 1, 135--142 (1996; Zbl 0879.60030) Full Text: DOI
Csáki, Endre; Csörgö, Miklós; Földes, Antónia; Révész, Pál Global Strassen-type theorems for iterated Brownian motions. (English) Zbl 0843.60072 Stochastic Processes Appl. 59, No. 2, 321-341 (1995). Reviewer: T.Inglot (Wrocław) MSC: 60J65 60F15 60F17 PDFBibTeX XMLCite \textit{E. Csáki} et al., Stochastic Processes Appl. 59, No. 2, 321--341 (1995; Zbl 0843.60072) Full Text: DOI
Csörgö, Sándor; Mielniczuk, Jan Distant long-range dependent sums and regression estimation. (English) Zbl 0836.60002 Stochastic Processes Appl. 59, No. 1, 143-155 (1995). MSC: 60B10 PDFBibTeX XMLCite \textit{S. Csörgö} and \textit{J. Mielniczuk}, Stochastic Processes Appl. 59, No. 1, 143--155 (1995; Zbl 0836.60002) Full Text: DOI
Shao, Qi-Man A Chung type law of the iterated logarithm for subsequences of a Wiener process. (English) Zbl 0849.60023 Stochastic Processes Appl. 59, No. 1, 125-142 (1995). Reviewer: S.Asmussen (Lund) MSC: 60F15 PDFBibTeX XMLCite \textit{Q.-M. Shao}, Stochastic Processes Appl. 59, No. 1, 125--142 (1995; Zbl 0849.60023) Full Text: DOI
Horvath, Lajos; Khoshnevisan, Davar Weight functions and pathwise local central limit theorems. (English) Zbl 0841.60018 Stochastic Processes Appl. 59, No. 1, 105-123 (1995). Reviewer: Z.Jurek (Wrocław) MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{L. Horvath} and \textit{D. Khoshnevisan}, Stochastic Processes Appl. 59, No. 1, 105--123 (1995; Zbl 0841.60018) Full Text: DOI
Terrin, Norma; Hurvich, Clifford M. An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series. (English) Zbl 0810.62023 Stochastic Processes Appl. 54, No. 2, 297-307 (1994). MSC: 62E20 62M15 62M10 60F05 PDFBibTeX XMLCite \textit{N. Terrin} and \textit{C. M. Hurvich}, Stochastic Processes Appl. 54, No. 2, 297--307 (1994; Zbl 0810.62023) Full Text: DOI
Barbe, Philippe Joint approximation of processes based on spacings and order statistics. (English) Zbl 0813.62045 Stochastic Processes Appl. 53, No. 2, 339-349 (1994). Reviewer: S.Chukova (Flint) MSC: 62G30 60K05 PDFBibTeX XMLCite \textit{P. Barbe}, Stochastic Processes Appl. 53, No. 2, 339--349 (1994; Zbl 0813.62045) Full Text: DOI
Szyszkowicz, Barbara Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives. (English) Zbl 0799.62050 Stochastic Processes Appl. 50, No. 2, 281-313 (1994). Reviewer: W.Dziubdziela MSC: 62G20 60F17 62G10 62G30 PDFBibTeX XMLCite \textit{B. Szyszkowicz}, Stochastic Processes Appl. 50, No. 2, 281--313 (1994; Zbl 0799.62050) Full Text: DOI
Kedem, Benjamin; Slud, Eric On autocorrelation estimation in mixed-spectrum Gaussian processes. (English) Zbl 0796.62075 Stochastic Processes Appl. 49, No. 2, 227-244 (1994). Reviewer: P.A.Morettin (São Paulo) MSC: 62M10 62M15 62M07 PDFBibTeX XMLCite \textit{B. Kedem} and \textit{E. Slud}, Stochastic Processes Appl. 49, No. 2, 227--244 (1994; Zbl 0796.62075) Full Text: DOI
Shao, Qi-Man Almost sure invariance principles for mixing sequences of random variables. (English) Zbl 0793.60038 Stochastic Processes Appl. 48, No. 2, 319-334 (1993). Reviewer: S.A.Solntsev (Kiev) MSC: 60F17 60F15 PDFBibTeX XMLCite \textit{Q.-M. Shao}, Stochastic Processes Appl. 48, No. 2, 319--334 (1993; Zbl 0793.60038) Full Text: DOI