Del Moral, Pierre; Horton, Emma A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters. (English) Zbl 1525.60048 Ann. Appl. Probab. 33, No. 2, 1327-1372 (2023). MSC: 60G35 60K35 65C35 60F05 65L07 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Modeling temporally uncorrelated components of complex-valued stationary processes. (English) Zbl 1478.62121 Mod. Stoch., Theory Appl. 8, No. 4, 475-508 (2021). MSC: 62H12 60F05 60G15 62M10 62F12 62E20 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Marinucci, Domenico; Rossi, Maurizia; Vidotto, Anna Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \). (English) Zbl 1479.60103 Ann. Appl. Probab. 31, No. 5, 2311-2349 (2021). MSC: 60G60 60F05 33C55 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Vaskovych, Volodymyr Theory and statistics of long-range dependent random processes. (Abstract of thesis). (English) Zbl 1435.60040 Bull. Aust. Math. Soc. 101, No. 2, 339-341 (2020). MSC: 60G60 60F05 62H11 × Cite Format Result Cite Review PDF Full Text: DOI
Bodnar, Taras; Dette, Holger; Parolya, Nestor Testing for independence of large dimensional vectors. (English) Zbl 1436.60018 Ann. Stat. 47, No. 5, 2977-3008 (2019). MSC: 60B20 15B52 60F05 62H15 62H20 62F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. (English) Zbl 1419.62211 Stat. Inference Stoch. Process. 22, No. 1, 111-142 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 60F05 60H10 60G22 60H07 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leonenko, N. N.; Ruiz-Medina, M. D. Increasing domain asymptotics for the first Minkowski functional of spherical random fields. (English) Zbl 1409.60085 Theory Probab. Math. Stat. 97, 127-149 (2018); and Teor. Jmovirn. Mat. Stat. 97, 120-141 (2017). MSC: 60G60 60F05 60G10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Alodat, T.; Olenko, A. Weak convergence of weighted additive functionals of long-range dependent fields. (English) Zbl 1409.60082 Theory Probab. Math. Stat. 97, 1-16 (2018) and Teor. Jmovirn. Mat. Stat. 97, 9-23 (2017). MSC: 60G60 60G12 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bell, Denis; Nualart, David Noncentral limit theorem for the generalized Hermite process. (English) Zbl 1386.60190 Electron. Commun. Probab. 22, Paper No. 66, 13 p. (2017). MSC: 60H05 60H07 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S. The impact of the diagonals of polynomial forms on limit theorems with long memory. (English) Zbl 1360.60048 Bernoulli 23, No. 1, 710-742 (2017). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60F05 60F17 60G18 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Pinelis, Iosif; Molzon, Raymond Optimal-order bounds on the rate of convergence to normality in the multivariate delta method. (English) Zbl 1337.60024 Electron. J. Stat. 10, No. 1, 1001-1063 (2016). MSC: 60F05 60E15 60E10 62F12 62F03 62F05 62G10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bai, Shuyang; Ginovyan, Mamikon S.; Taqqu, Murad S. Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes. (English) Zbl 1322.60027 Stat. Probab. Lett. 104, 58-67 (2015). MSC: 60F17 60F05 60G15 60G10 60J65 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deya, Aurélien; Nualart, David; Tindel, Samy On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. (English) Zbl 1326.60112 Ann. Probab. 43, No. 3, 1493-1534 (2015). Reviewer: Dominique Lepingle (Orléans) MSC: 60J55 60J65 60H07 60G15 60F05 42B20 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Beutner, Eric; Wu, Wei Biao; Zähle, Henryk Asymptotics for statistical functionals of long-memory sequences. (English) Zbl 1250.62023 Stochastic Processes Appl. 122, No. 3, 910-929 (2012). Reviewer: Neville Weber (Sydney) MSC: 62G20 60F05 62M10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tudor, Ciprian A.; Viens, Frederi G. Variations and estimators for self-similarity parameters via Malliavin calculus. (English) Zbl 1196.60036 Ann. Probab. 37, No. 6, 2093-2134 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60G18 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Honda, Toshio Nonparametric density estimation for linear processes with infinite variance. (English) Zbl 1332.62123 Ann. Inst. Stat. Math. 61, No. 2, 413-439 (2009). MSC: 62G07 60F05 60E07 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Nourdin, Ivan; Peccati, Giovanni Noncentral convergence of multiple integrals. (English) Zbl 1171.60323 Ann. Probab. 37, No. 4, 1412-1426 (2009). MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Gooijer, Jan G. Partial sums of lagged cross-products of AR residuals and a test for white noise. (English) Zbl 1367.62252 Test 17, No. 3, 567-584 (2008). MSC: 62M10 62F03 62E20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Doukhan, P.; Lang, G.; Surgailis, D. Randomly fractionally integrated processes. (English) Zbl 1144.60026 Lith. Math. J. 47, No. 1, 1-23 (2007); and Liet. Mat. Rink. 47, No. 1, 3-28 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 60F05 60G18 60G12 60G15 60G35 62M20 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Iribarren, Ileana; León, José R. Central limit theorem for solutions of random initialized differential equations: a simple proof. (English) Zbl 1118.60014 J. Appl. Math. Stochastic Anal. 2006, No. 2, Article ID 35206, 20 p. (2006). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Chi, Zhiyi Limit laws of estimators for critical multi-type Galton-Watson processes. (English) Zbl 1060.62028 Ann. Appl. Probab. 14, No. 4, 1992-2015 (2004). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 62F12 60J80 60F05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Surgailis, Donatas Long-range dependence and Appell rank. (English) Zbl 1130.60306 Ann. Probab. 28, No. 1, 478-497 (2000). MSC: 60F05 60G15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Hsing, Tailen On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages. (English) Zbl 0961.60038 Ann. Probab. 27, No. 3, 1579-1599 (1999). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Giraitis, Liudas; Taqqu, Murad S. Convergence of normalized quadratic forms. (English) Zbl 0939.60008 J. Stat. Plann. Inference 80, No. 1-2, 15-35 (1999). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Kou, S. G.; Ying, Z. Asymptotics for a \(2 \times 2\) table with fixed margins. (English) Zbl 1076.62510 Stat. Sin. 6, No. 4, 809-829 (1996). MSC: 62E20 62H17 60F05 × Cite Format Result Cite Review PDF
Hosking, Jonathan R. M. Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series. (English) Zbl 0854.62084 J. Econom. 73, No. 1, 261-284 (1996). MSC: 62M10 62E20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Shorgin, S. Ya. On the accuracy of normal approximation for distributions of random sums with infinitely divisible indices. (English. Russian original) Zbl 0895.60026 Theory Probab. Appl. 41, No. 4, 798-805 (1996); translation from Teor. Veroyatn. Primen. 41, No. 4, 920-926 (1996). MSC: 60F05 60E07 × Cite Format Result Cite Review PDF
Doukhan, Paul; León, Jose R.; Soulier, Philippe Central and non central limit theorems for quadratic forms of a strongly dependent Gaussian field. (English) Zbl 0881.60023 REBRAPE 10, No. 2, 205-223 (1996). MSC: 60F05 60G60 × Cite Format Result Cite Review PDF
Voit, Michael Limit theorems for compact two-point homogeneous spaces of large dimensions. (English) Zbl 0870.60008 J. Theor. Probab. 9, No. 2, 353-370 (1996). MSC: 60B15 60G50 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Basalykas, Alfredas Limit theorems for random multinomial forms. (English) Zbl 0853.60021 Anastassiou, George (ed.) et al., Approximation, probability, and related fields. Proceedings of a conference, Santa Barbara, CA, USA, May 20-22, 1993. New York, NY: Plenum. 101-107 (1994). Reviewer: A.Basalykas (Vilnius) MSC: 60F05 × Cite Format Result Cite Review PDF
Slud, Eric V. MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications. (English) Zbl 0819.60036 Ann. Probab. 22, No. 3, 1355-1380 (1994). Reviewer: M.I.Yadrenko (Kiev) MSC: 60G15 60F05 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Basalikas, A. Limit theorems for random polynomial forms. (English. Russian original) Zbl 0776.60023 Sov. Math., Dokl. 44, No. 1, 1-3 (1992); translation from Dokl. Akad. Nauk SSSR 319, No. 1, 11-12 (1991). Reviewer: V.Sakalauskas (Kaunas) MSC: 60F05 × Cite Format Result Cite Review PDF
Girko, V. L. Multivariate statistical analysis. Textbook. (Mnogomernyj statisticheskij analiz. Uchebnoe posobie.) (Russian) Zbl 0699.62052 Kiev: Vyshcha Shkola. 320 p. R. 0.95 (1988). Reviewer: W.-D.Richter MSC: 62H12 62-02 62H05 62A01 60F05 × Cite Format Result Cite Review PDF
Lu, Chuanlai; Lu, Chuanrong A random change of the limit theorem. (Chinese) Zbl 0541.60021 Acta Math. Sin. 26, 669-676 (1983). Reviewer: C.-R.Hwang MSC: 60F05 × Cite Format Result Cite Review PDF
Major, Peter On renormalizing Gaussian fields. (English) Zbl 0484.60016 Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 515-533 (1982). MSC: 60F05 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI