Wang, Ran; Xiao, Yimin Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion. (English) Zbl 07621017 J. Theor. Probab. 35, No. 4, 2442-2479 (2022). MSC: 60G15 60G17 60G18 60G22 PDF BibTeX XML Cite \textit{R. Wang} and \textit{Y. Xiao}, J. Theor. Probab. 35, No. 4, 2442--2479 (2022; Zbl 07621017) Full Text: DOI arXiv OpenURL
Yu, Qian; Shen, Guangjun; Yin, Xiuwei Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. (English) Zbl 07609426 Stochastic Anal. Appl. 40, No. 6, 978-995 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60J65 60G18 60J55 PDF BibTeX XML Cite \textit{Q. Yu} et al., Stochastic Anal. Appl. 40, No. 6, 978--995 (2022; Zbl 07609426) Full Text: DOI arXiv OpenURL
Hadiri, Soukaina; Sghir, Aissa Some results on the generalized Brownian bridge. (English) Zbl 07606811 Random Oper. Stoch. Equ. 30, No. 3, 197-204 (2022). MSC: 60G15 60G17 60G18 PDF BibTeX XML Cite \textit{S. Hadiri} and \textit{A. Sghir}, Random Oper. Stoch. Equ. 30, No. 3, 197--204 (2022; Zbl 07606811) Full Text: DOI OpenURL
Herasymiuk, Yu. S.; Rozora, I. V.; Pashko, A. O. On probability estimation of buffer overflow for communication networks. (Ukrainian. English summary) Zbl 07601533 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 64-69 (2022). MSC: 60G15 60K10 62P30 62R10 90B18 PDF BibTeX XML Cite \textit{Yu. S. Herasymiuk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 64--69 (2022; Zbl 07601533) Full Text: DOI OpenURL
Forman, Noah; Rizzolo, Douglas; Shi, Quan; Winkel, Matthias A two-parameter family of measure-valued diffusions with Poisson-Dirichlet stationary distributions. (English) Zbl 1496.60097 Ann. Appl. Probab. 32, No. 3, 2211-2253 (2022). MSC: 60J60 60J80 60G18 60G52 60G55 PDF BibTeX XML Cite \textit{N. Forman} et al., Ann. Appl. Probab. 32, No. 3, 2211--2253 (2022; Zbl 1496.60097) Full Text: DOI arXiv OpenURL
Madan, Dilip B.; Wang, King Quadratic variation, models, applications and lessons. (English) Zbl 07578224 Front. Math. Finance 1, No. 2, 189-217 (2022). MSC: 91G20 60G18 60G51 PDF BibTeX XML Cite \textit{D. B. Madan} and \textit{K. Wang}, Front. Math. Finance 1, No. 2, 189--217 (2022; Zbl 07578224) Full Text: DOI OpenURL
Ben-Ari, Iddo; Schinazi, Rinaldo B. Self-similarity in an exchangeable site-dynamics model. (English) Zbl 1491.60121 J. Stat. Phys. 188, No. 2, Paper No. 17, 17 p. (2022). MSC: 60J10 60E07 92D25 60G18 PDF BibTeX XML Cite \textit{I. Ben-Ari} and \textit{R. B. Schinazi}, J. Stat. Phys. 188, No. 2, Paper No. 17, 17 p. (2022; Zbl 1491.60121) Full Text: DOI arXiv OpenURL
Kleyntssens, T.; Nicolay, S. From the Brownian motion to a multifractal process using the Lévy-Ciesielski construction. (English) Zbl 1487.60149 Stat. Probab. Lett. 186, Article ID 109450, 5 p. (2022). MSC: 60J65 60G18 28A80 PDF BibTeX XML Cite \textit{T. Kleyntssens} and \textit{S. Nicolay}, Stat. Probab. Lett. 186, Article ID 109450, 5 p. (2022; Zbl 1487.60149) Full Text: DOI OpenURL
Aïdékon, Elie; da Silva, William Growth-fragmentation process embedded in a planar Brownian excursion. (English) Zbl 1495.60007 Probab. Theory Relat. Fields 183, No. 1-2, 125-166 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60D05 60J80 PDF BibTeX XML Cite \textit{E. Aïdékon} and \textit{W. da Silva}, Probab. Theory Relat. Fields 183, No. 1--2, 125--166 (2022; Zbl 1495.60007) Full Text: DOI arXiv OpenURL
Komorowski, Tomasz; Talarczyk, Anna Non-Gaussian limit of a tracer motion in an incompressible flow. (English) Zbl 07500275 Stud. Math. 264, No. 1, 27-69 (2022). MSC: 60H25 60F17 60G18 76F25 PDF BibTeX XML Cite \textit{T. Komorowski} and \textit{A. Talarczyk}, Stud. Math. 264, No. 1, 27--69 (2022; Zbl 07500275) Full Text: DOI arXiv OpenURL
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDF BibTeX XML Cite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv OpenURL
Chebunin, Mikhail; Zuyev, Sergei Functional central limit theorems for occupancies and missing mass process in infinite urn models. (English) Zbl 1484.60039 J. Theor. Probab. 35, No. 1, 1-19 (2022). MSC: 60F17 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{M. Chebunin} and \textit{S. Zuyev}, J. Theor. Probab. 35, No. 1, 1--19 (2022; Zbl 1484.60039) Full Text: DOI arXiv OpenURL
Chazal, Marie; Kyprianou, Andreas E.; Patie, Pierre A transformation for spectrally negative Lévy processes and applications. (English) Zbl 1496.60046 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 157-180 (2021). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{M. Chazal} et al., Prog. Probab. 78, 157--180 (2021; Zbl 1496.60046) Full Text: DOI OpenURL
Dhayal, Rajesh; Malik, Muslim Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses. (English) Zbl 07568966 Chaos Solitons Fractals 151, Article ID 111292, 11 p. (2021). MSC: 34K30 34A08 34K45 60G18 93B05 PDF BibTeX XML Cite \textit{R. Dhayal} and \textit{M. Malik}, Chaos Solitons Fractals 151, Article ID 111292, 11 p. (2021; Zbl 07568966) Full Text: DOI OpenURL
Song, Xiaoming Large deviations for functionals of some self-similar Gaussian processes. (English) Zbl 1490.60082 Stochastics 93, No. 3, 311-336 (2021). MSC: 60G15 60F10 60G18 60G22 60J55 PDF BibTeX XML Cite \textit{X. Song}, Stochastics 93, No. 3, 311--336 (2021; Zbl 1490.60082) Full Text: DOI arXiv OpenURL
Araya, Héctor; Garzón, Johanna; Roa, Tania Non symmetric Rosenblatt process over a compact. (English) Zbl 07532212 Commun. Stat., Theory Methods 50, No. 23, 5517-5529 (2021). MSC: 60G18 60G12 62M86 62-XX PDF BibTeX XML Cite \textit{H. Araya} et al., Commun. Stat., Theory Methods 50, No. 23, 5517--5529 (2021; Zbl 07532212) Full Text: DOI OpenURL
Wang, Qingbo; Shen, Guangjun; Gao, Zhenlong Least squares estimator for Ornstein-Uhlenbeck processes driven by small fractional Lévy noises. (English) Zbl 07530939 Commun. Stat., Theory Methods 50, No. 8, 1838-1855 (2021). MSC: 60G18 60G22 65C30 93E24 62-XX PDF BibTeX XML Cite \textit{Q. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1838--1855 (2021; Zbl 07530939) Full Text: DOI OpenURL
Baccelli, François; Haji-Mirsadeghi, Mir-Omid; Khezeli, Ali Unimodular Hausdorff and Minkowski dimensions. (English) Zbl 1483.60016 Electron. J. Probab. 26, Paper No. 155, 64 p. (2021). MSC: 60D05 05C63 05C80 60G50 28A78 60G55 60J80 PDF BibTeX XML Cite \textit{F. Baccelli} et al., Electron. J. Probab. 26, Paper No. 155, 64 p. (2021; Zbl 1483.60016) Full Text: DOI arXiv OpenURL
Dhayal, Rajesh; Malik, Muslim Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps. (English) Zbl 1490.60152 J. Eng. Math. 130, Paper No. 11, 18 p. (2021). MSC: 60H10 34A08 34A37 60G18 93B05 PDF BibTeX XML Cite \textit{R. Dhayal} and \textit{M. Malik}, J. Eng. Math. 130, Paper No. 11, 18 p. (2021; Zbl 1490.60152) Full Text: DOI OpenURL
Alili, Larbi; Woodford, David On the finiteness and tails of perpetuities under a Lamperti-Kiu map. (English) Zbl 1475.60085 J. Appl. Probab. 58, No. 4, 1086-1113 (2021). MSC: 60G51 60G18 60J45 91B70 PDF BibTeX XML Cite \textit{L. Alili} and \textit{D. Woodford}, J. Appl. Probab. 58, No. 4, 1086--1113 (2021; Zbl 1475.60085) Full Text: DOI arXiv OpenURL
Duchamps, Jean-Jil Fragmentations with self-similar branching speeds. (English) Zbl 1475.60074 Adv. Appl. Probab. 53, No. 4, 1149-1189 (2021). MSC: 60G18 60J80 60G09 60G51 60G25 PDF BibTeX XML Cite \textit{J.-J. Duchamps}, Adv. Appl. Probab. 53, No. 4, 1149--1189 (2021; Zbl 1475.60074) Full Text: DOI arXiv Link OpenURL
Palmowski, Zbigniew; Wang, Longmin On the exact asymptotics of exit time from a cone of an isotropic \(\alpha\)-self-similar Markov process with a skew-product structure. (English) Zbl 1483.31017 Probab. Math. Stat. 41, No. 1, 25-38 (2021). MSC: 31B05 60J45 PDF BibTeX XML Cite \textit{Z. Palmowski} and \textit{L. Wang}, Probab. Math. Stat. 41, No. 1, 25--38 (2021; Zbl 1483.31017) Full Text: DOI arXiv OpenURL
Loboda, Dennis; Mies, Fabian; Steland, Ansgar Regularity of multifractional moving average processes with random Hurst exponent. (English) Zbl 1475.60075 Stochastic Processes Appl. 140, 21-48 (2021). MSC: 60G22 60G17 60G18 PDF BibTeX XML Cite \textit{D. Loboda} et al., Stochastic Processes Appl. 140, 21--48 (2021; Zbl 1475.60075) Full Text: DOI arXiv OpenURL
Schulmann, Viktor Estimation of stopping times for stopped self-similar random processes. (English) Zbl 1473.62124 Stat. Inference Stoch. Process. 24, No. 2, 477-498 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62G07 60G18 60G40 62G20 PDF BibTeX XML Cite \textit{V. Schulmann}, Stat. Inference Stoch. Process. 24, No. 2, 477--498 (2021; Zbl 1473.62124) Full Text: DOI arXiv OpenURL
Suzuki, Yuki A diffusion process with a self-similar random potential with two exponents. III. (English) Zbl 1470.60226 Stochastic Anal. Appl. 39, No. 3, 405-433 (2021). MSC: 60J60 60K37 PDF BibTeX XML Cite \textit{Y. Suzuki}, Stochastic Anal. Appl. 39, No. 3, 405--433 (2021; Zbl 1470.60226) Full Text: DOI OpenURL
Bertoin, Jean; Curien, Nicolas; Kortchemski, Igor On conditioning a self-similar growth-fragmentation by its intrinsic area. (English. French summary) Zbl 1484.60045 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 1136-1156 (2021). Reviewer: Matthias Meiners (Gießen) MSC: 60G18 60J80 PDF BibTeX XML Cite \textit{J. Bertoin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 1136--1156 (2021; Zbl 1484.60045) Full Text: DOI arXiv OpenURL
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Discretization of the Lamperti representation of a positive self-similar Markov process. (English) Zbl 1469.60099 Stochastic Processes Appl. 137, 200-221 (2021). MSC: 60F17 60G18 60G51 PDF BibTeX XML Cite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Stochastic Processes Appl. 137, 200--221 (2021; Zbl 1469.60099) Full Text: DOI arXiv OpenURL
Kern, Peter; Lage, Svenja Space-time duality for semi-fractional diffusions. (English) Zbl 1462.35441 Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser. Prog. Probab. 76, 255-272 (2021). MSC: 35R11 26A33 60G18 60G22 60G51 82C31 PDF BibTeX XML Cite \textit{P. Kern} and \textit{S. Lage}, Prog. Probab. 76, 255--272 (2021; Zbl 1462.35441) Full Text: DOI arXiv OpenURL
Wang, Jun; Song, Xianmei; Shen, Guangjun; Yin, Xiuwei Approximation to two independent Gaussian processes from a unique Lévy process and applications. (English) Zbl 07529951 Commun. Stat., Theory Methods 49, No. 21, 5220-5234 (2020). MSC: 60F17 60G15 60G18 62-XX PDF BibTeX XML Cite \textit{J. Wang} et al., Commun. Stat., Theory Methods 49, No. 21, 5220--5234 (2020; Zbl 07529951) Full Text: DOI OpenURL
Li, Ming Multi-fractional generalized Cauchy process and its application to teletraffic. (English) Zbl 07526328 Physica A 550, Article ID 123982, 14 p. (2020). MSC: 82-XX 28A80 60G15 60G18 62M10 60K30 60E07 PDF BibTeX XML Cite \textit{M. Li}, Physica A 550, Article ID 123982, 14 p. (2020; Zbl 07526328) Full Text: DOI OpenURL
Sheng, Yuhong; Yao, Kai; Qin, Zhongfeng Continuity and variation analysis of fractional uncertain processes. (English) Zbl 1495.60020 Chaos Solitons Fractals 140, Article ID 110250, 6 p. (2020). MSC: 60G18 94A17 PDF BibTeX XML Cite \textit{Y. Sheng} et al., Chaos Solitons Fractals 140, Article ID 110250, 6 p. (2020; Zbl 1495.60020) Full Text: DOI OpenURL
Lukashenko, Oleg; Pagano, Michele Rare-event simulation for the hitting time of Gaussian processes. (English) Zbl 1490.60080 Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 23rd international conference, DCCN 2020, Moscow, Russia, September 14–18, 2020. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 12563, 589-603 (2020). MSC: 60G15 60G18 PDF BibTeX XML Cite \textit{O. Lukashenko} and \textit{M. Pagano}, Lect. Notes Comput. Sci. 12563, 589--603 (2020; Zbl 1490.60080) Full Text: DOI OpenURL
Beran, Jan; Telkmann, Klaus On nonparametric ridge estimation for multivariate long-memory processes. (English) Zbl 1465.62097 Lith. Math. J. 60, No. 3, 291-314 (2020). MSC: 62H12 62J07 62M10 62G07 62G15 60G18 60F17 PDF BibTeX XML Cite \textit{J. Beran} and \textit{K. Telkmann}, Lith. Math. J. 60, No. 3, 291--314 (2020; Zbl 1465.62097) Full Text: DOI OpenURL
Winkel, Matthias Diffusions on a space of interval partitions: construction from Bertoin’s \(\mathrm {BES}_0(d), d\in (0,1)\). (English) Zbl 1470.60213 Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020). MSC: 60J25 60J60 60J80 60G18 60G55 PDF BibTeX XML Cite \textit{M. Winkel}, Electron. Commun. Probab. 25, Paper No. 75, 13 p. (2020; Zbl 1470.60213) Full Text: DOI arXiv Euclid OpenURL
Bai, Shuyang Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. (English) Zbl 1457.60056 J. Appl. Probab. 57, No. 4, 1234-1251 (2020). MSC: 60G18 PDF BibTeX XML Cite \textit{S. Bai}, J. Appl. Probab. 57, No. 4, 1234--1251 (2020; Zbl 1457.60056) Full Text: DOI arXiv OpenURL
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 1469.60106 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 1469.60106) Full Text: DOI arXiv Link OpenURL
Kovchegov, Yevgeniy; Zaliapin, Ilya Dynamical pruning of rooted trees with applications to 1-D ballistic annihilation. (English) Zbl 1451.37063 J. Stat. Phys. 181, No. 2, 618-672 (2020). MSC: 37E25 80A30 05C05 PDF BibTeX XML Cite \textit{Y. Kovchegov} and \textit{I. Zaliapin}, J. Stat. Phys. 181, No. 2, 618--672 (2020; Zbl 1451.37063) Full Text: DOI arXiv OpenURL
Garai, E. S. On the convergence of a multidimensional workload in a service system to a stable process. (English. Russian original) Zbl 1459.60059 J. Math. Sci., New York 244, No. 5, 762-770 (2020); translation from Zap. Nauchn. Semin. POMI 466, 96-108 (2017). MSC: 60F05 60K10 60G18 60G52 PDF BibTeX XML Cite \textit{E. S. Garai}, J. Math. Sci., New York 244, No. 5, 762--770 (2020; Zbl 1459.60059); translation from Zap. Nauchn. Semin. POMI 466, 96--108 (2017) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Ayache}, Stochastic Processes Appl. 130, No. 8, 4593--4607 (2020; Zbl 1444.60028) Full Text: DOI arXiv OpenURL
Campese, Simon; Nourdin, Ivan; Nualart, David Continuous Breuer-Major theorem: tightness and nonstationarity. (English) Zbl 1468.60043 Ann. Probab. 48, No. 1, 147-177 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F17 60H07 60G05 PDF BibTeX XML Cite \textit{S. Campese} et al., Ann. Probab. 48, No. 1, 147--177 (2020; Zbl 1468.60043) Full Text: DOI arXiv Euclid OpenURL
Troscheit, Sascha The quasi-Assouad dimension of stochastically self-similar sets. (English) Zbl 1437.28014 Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 1, 261-275 (2020). Reviewer: Peter Massopust (München) MSC: 28A80 28C15 60J85 PDF BibTeX XML Cite \textit{S. Troscheit}, Proc. R. Soc. Edinb., Sect. A, Math. 150, No. 1, 261--275 (2020; Zbl 1437.28014) Full Text: DOI arXiv OpenURL
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao From infinite urn schemes to self-similar stable processes. (English) Zbl 1434.60105 Stochastic Processes Appl. 130, No. 4, 2471-2487 (2020). MSC: 60F17 60G18 60G52 PDF BibTeX XML Cite \textit{O. Durieu} et al., Stochastic Processes Appl. 130, No. 4, 2471--2487 (2020; Zbl 1434.60105) Full Text: DOI arXiv OpenURL
Chaumont, Loïc; Lamine, Salem On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes. (English) Zbl 1434.60209 Stochastic Processes Appl. 130, No. 5, 3174-3192 (2020). MSC: 60J45 60G18 60G51 60J25 60J60 60J76 PDF BibTeX XML Cite \textit{L. Chaumont} and \textit{S. Lamine}, Stochastic Processes Appl. 130, No. 5, 3174--3192 (2020; Zbl 1434.60209) Full Text: DOI arXiv OpenURL
Falconer, K. J.; Lévy Véhel, J. Self-stabilizing processes based on random signs. (English) Zbl 1457.60057 J. Theor. Probab. 33, No. 1, 134-152 (2020). MSC: 60G18 60G52 PDF BibTeX XML Cite \textit{K. J. Falconer} and \textit{J. Lévy Véhel}, J. Theor. Probab. 33, No. 1, 134--152 (2020; Zbl 1457.60057) Full Text: DOI arXiv OpenURL
Lakhel, El Hassan; Tlidi, Abdelmonaim Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays. (English) Zbl 1439.60062 Random Oper. Stoch. Equ. 27, No. 4, 213-223 (2019). MSC: 60H15 60G18 60G22 60H20 PDF BibTeX XML Cite \textit{E. H. Lakhel} and \textit{A. Tlidi}, Random Oper. Stoch. Equ. 27, No. 4, 213--223 (2019; Zbl 1439.60062) Full Text: DOI OpenURL
Nourdin, Ivan; Tran, T. T. Diu Statistical inference for Vasicek-type model driven by Hermite processes. (English) Zbl 1479.60078 Stochastic Processes Appl. 129, No. 10, 3774-3791 (2019). MSC: 60G18 60H10 62F10 62F12 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{T. T. D. Tran}, Stochastic Processes Appl. 129, No. 10, 3774--3791 (2019; Zbl 1479.60078) Full Text: DOI arXiv OpenURL
Garcin, Matthieu Hurst exponents and delampertized fractional Brownian motions. (English) Zbl 1488.60095 Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019). MSC: 60G22 60G10 60G18 62M09 62M10 PDF BibTeX XML Cite \textit{M. Garcin}, Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019; Zbl 1488.60095) Full Text: DOI OpenURL
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDF BibTeX XML Cite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv OpenURL
Skorniakov, V. On a covariance structure of some subset of self-similar Gaussian processes. (English) Zbl 1478.60115 Stochastic Processes Appl. 129, No. 6, 1903-1920 (2019). MSC: 60G15 60G18 PDF BibTeX XML Cite \textit{V. Skorniakov}, Stochastic Processes Appl. 129, No. 6, 1903--1920 (2019; Zbl 1478.60115) Full Text: DOI arXiv OpenURL
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 1488.60077 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDF BibTeX XML Cite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 1488.60077) Full Text: DOI arXiv OpenURL
Profeta, Christophe; Simon, Thomas Cramér’s estimate for stable processes with power drift. (English) Zbl 1466.60077 Electron. J. Probab. 24, Paper No. 17, 21 p. (2019). MSC: 60G18 60G22 60G51 60G52 60G70 PDF BibTeX XML Cite \textit{C. Profeta} and \textit{T. Simon}, Electron. J. Probab. 24, Paper No. 17, 21 p. (2019; Zbl 1466.60077) Full Text: DOI arXiv Euclid OpenURL
Denker, Manfred; Zheng, Xiaofei Occupation times of discrete-time fractional Brownian motion. (English) Zbl 1488.60093 Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019). MSC: 60G22 60G18 60J55 60F05 PDF BibTeX XML Cite \textit{M. Denker} and \textit{X. Zheng}, Stoch. Dyn. 19, No. 1, Article ID 1950009, 17 p. (2019; Zbl 1488.60093) Full Text: DOI arXiv OpenURL
Treszczotko, Łukasz Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order. (English) Zbl 1410.60042 Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019). MSC: 60G18 60F17 PDF BibTeX XML Cite \textit{Ł. Treszczotko}, Stoch. Dyn. 19, No. 1, Article ID 1950001, 23 p. (2019; Zbl 1410.60042) Full Text: DOI arXiv OpenURL
Lupaşcu-Stamate, Oana; Tudor, Ciprian A. Rosenblatt Laplace motion. (English) Zbl 1488.60073 Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019). MSC: 60G07 60G18 60E07 PDF BibTeX XML Cite \textit{O. Lupaşcu-Stamate} and \textit{C. A. Tudor}, Mediterr. J. Math. 16, No. 1, Paper No. 15, 20 p. (2019; Zbl 1488.60073) Full Text: DOI OpenURL
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat Conditioned real self-similar Markov processes. (English) Zbl 1442.60047 Stochastic Processes Appl. 129, No. 3, 954-977 (2019). MSC: 60G18 60G52 60J25 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Stochastic Processes Appl. 129, No. 3, 954--977 (2019; Zbl 1442.60047) Full Text: DOI arXiv OpenURL
Aurzada, F.; Mönch, C. Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes. (English) Zbl 1442.60041 Theory Probab. Appl. 63, No. 4, 664-670 (2019) and Teor. Veroyatn. Primen. 63, No. 4, 817-826 (2018). MSC: 60G15 60G22 60F05 60G18 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{C. Mönch}, Theory Probab. Appl. 63, No. 4, 664--670 (2019; Zbl 1442.60041) Full Text: DOI arXiv OpenURL
Shen, Guangjun; Li, Yunmeng; Gao, Zhenlong Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process. (English) Zbl 07446072 J. Inequal. Appl. 2018, Paper No. 356, 14 p. (2018). MSC: 60G22 60G18 65C30 PDF BibTeX XML Cite \textit{G. Shen} et al., J. Inequal. Appl. 2018, Paper No. 356, 14 p. (2018; Zbl 07446072) Full Text: DOI OpenURL
Maleki, Yasaman Generalized likelihood ratio test for detection of multivariate DSI processes. (English) Zbl 1424.60053 Theory Stoch. Process. 23, No. 1, 53-65 (2018). MSC: 60G18 60G99 PDF BibTeX XML Cite \textit{Y. Maleki}, Theory Stoch. Process. 23, No. 1, 53--65 (2018; Zbl 1424.60053) Full Text: Link OpenURL
Falconer, K. J.; Lévy Véhel, J. Self-stabilizing processes. (English) Zbl 1411.60057 Stoch. Models 34, No. 4, 409-434 (2018). MSC: 60G18 60G52 PDF BibTeX XML Cite \textit{K. J. Falconer} and \textit{J. Lévy Véhel}, Stoch. Models 34, No. 4, 409--434 (2018; Zbl 1411.60057) Full Text: DOI arXiv OpenURL
Lechiheb, Atef; Nourdin, Ivan; Zheng, Guangqu; Haouala, Ezzedine Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization. (English) Zbl 1411.60039 Probab. Math. Stat. 38, No. 2, 271-286 (2018). MSC: 60F05 80M40 60H05 60H20 60G10 60G18 PDF BibTeX XML Cite \textit{A. Lechiheb} et al., Probab. Math. Stat. 38, No. 2, 271--286 (2018; Zbl 1411.60039) Full Text: arXiv Link OpenURL
Boufoussi, B.; Lakhel, E.; Tlidi, A. Neutral stochastic functional differential evolution equations with varying-time delays driven by Rosenblatt process in Hilbert spaces. (English) Zbl 1420.60079 Gulf J. Math. 6, No. 1, 89-103 (2018). MSC: 60H15 60G18 PDF BibTeX XML Cite \textit{B. Boufoussi} et al., Gulf J. Math. 6, No. 1, 89--103 (2018; Zbl 1420.60079) OpenURL
Jacod, Jean; Podolskij, Mark On the minimal number of driving Lévy motions in a multivariate price model. (English) Zbl 1402.60068 J. Appl. Probab. 55, No. 3, 823-833 (2018). MSC: 60H05 60G51 60G18 PDF BibTeX XML Cite \textit{J. Jacod} and \textit{M. Podolskij}, J. Appl. Probab. 55, No. 3, 823--833 (2018; Zbl 1402.60068) Full Text: DOI Link OpenURL
Li, Bo; Palmowski, Zbigniew Fluctuations of Omega-killed spectrally negative Lévy processes. (English) Zbl 1401.60087 Stochastic Processes Appl. 128, No. 10, 3273-3299 (2018). MSC: 60G51 60K25 PDF BibTeX XML Cite \textit{B. Li} and \textit{Z. Palmowski}, Stochastic Processes Appl. 128, No. 10, 3273--3299 (2018; Zbl 1401.60087) Full Text: DOI arXiv OpenURL
Suzuki, Yuki A diffusion process with a random potential consisting of two contracted self-similar processes. (English) Zbl 1428.60115 Tokyo J. Math. 41, No. 1, 21-50 (2018). MSC: 60J60 60K37 60G18 PDF BibTeX XML Cite \textit{Y. Suzuki}, Tokyo J. Math. 41, No. 1, 21--50 (2018; Zbl 1428.60115) Full Text: DOI OpenURL
Jiang, Guo; Li, Chujin Stochastic Fubini theorem with respect to Rosenblatt process. (English) Zbl 1413.60044 Math. Appl. 31, No. 2, 474-479 (2018). MSC: 60H05 60G18 PDF BibTeX XML Cite \textit{G. Jiang} and \textit{C. Li}, Math. Appl. 31, No. 2, 474--479 (2018; Zbl 1413.60044) OpenURL
Wang, Yizao Extremes of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1405.60072 Stochastic Processes Appl. 128, No. 9, 2979-3005 (2018). MSC: 60G70 60J25 PDF BibTeX XML Cite \textit{Y. Wang}, Stochastic Processes Appl. 128, No. 9, 2979--3005 (2018; Zbl 1405.60072) Full Text: DOI arXiv OpenURL
Curien, Nicolas; Marzouk, Cyril How fast planar maps get swallowed by a peeling process. (English) Zbl 1390.05214 Electron. Commun. Probab. 23, Paper No. 18, 11 p. (2018). MSC: 05C80 05C81 60G18 PDF BibTeX XML Cite \textit{N. Curien} and \textit{C. Marzouk}, Electron. Commun. Probab. 23, Paper No. 18, 11 p. (2018; Zbl 1390.05214) Full Text: DOI arXiv Euclid OpenURL
Sakthivel, R.; Revathi, P.; Ren, Yong; Shen, Guangjun Retarded stochastic differential equations with infinite delay driven by Rosenblatt process. (English) Zbl 1392.60054 Stochastic Anal. Appl. 36, No. 2, 304-323 (2018). Reviewer: Xiaohu Wang (Chengdu) MSC: 60H10 34K50 34K30 60G18 PDF BibTeX XML Cite \textit{R. Sakthivel} et al., Stochastic Anal. Appl. 36, No. 2, 304--323 (2018; Zbl 1392.60054) Full Text: DOI OpenURL
Maayan, Yohaï; Mayer-Wolf, Eddy Covariance of stochastic integrals with respect to fractional Brownian motion. (English) Zbl 1390.60145 Stochastic Processes Appl. 128, No. 5, 1635-1651 (2018). MSC: 60G22 60G15 60G18 60H05 60H07 PDF BibTeX XML Cite \textit{Y. Maayan} and \textit{E. Mayer-Wolf}, Stochastic Processes Appl. 128, No. 5, 1635--1651 (2018; Zbl 1390.60145) Full Text: DOI arXiv OpenURL
Bertoin, Jean; Curien, Nicolas; Kortchemski, Igor Random planar maps and growth-fragmentations. (English) Zbl 1447.60058 Ann. Probab. 46, No. 1, 207-260 (2018). Reviewer: Viktor Ohanyan (Erevan) MSC: 60F17 60D05 60G51 60G18 PDF BibTeX XML Cite \textit{J. Bertoin} et al., Ann. Probab. 46, No. 1, 207--260 (2018; Zbl 1447.60058) Full Text: DOI arXiv OpenURL
Kern, Peter; Meerschaert, Mark M.; Xiao, Yimin Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. (English) Zbl 1387.60030 J. Theor. Probab. 31, No. 1, 598-617 (2018). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60E10 60G51 28A78 28A80 60E07 60G17 60G18 60G52 PDF BibTeX XML Cite \textit{P. Kern} et al., J. Theor. Probab. 31, No. 1, 598--617 (2018; Zbl 1387.60030) Full Text: DOI arXiv OpenURL
Gloter, Arnaud; Martinez, Miguel Bouncing skew Brownian motions. (English) Zbl 1390.60140 J. Theor. Probab. 31, No. 1, 319-363 (2018). MSC: 60G18 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, J. Theor. Probab. 31, No. 1, 319--363 (2018; Zbl 1390.60140) Full Text: DOI HAL OpenURL
Pilipenko, Andrey; Proske, Frank Norbert On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise. (English) Zbl 1428.60078 Stat. Probab. Lett. 132, 62-73 (2018). MSC: 60H10 60F99 PDF BibTeX XML Cite \textit{A. Pilipenko} and \textit{F. N. Proske}, Stat. Probab. Lett. 132, 62--73 (2018; Zbl 1428.60078) Full Text: DOI arXiv OpenURL
Cheng, Panhong; Shen, Guangjun; Chen, Qin Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion. (English) Zbl 1444.60029 Adv. Difference Equ. 2017, Paper No. 366, 16 p. (2017). MSC: 60G22 62M05 62F12 60F05 60G18 PDF BibTeX XML Cite \textit{P. Cheng} et al., Adv. Difference Equ. 2017, Paper No. 366, 16 p. (2017; Zbl 1444.60029) Full Text: DOI OpenURL
Antunes, Nelson; Pipiras, Vladas; Abry, Patrice; Veitch, Darryl Small and large scale behavior of moments of Poisson cluster processes. (English) Zbl 1393.60051 ESAIM, Probab. Stat. 21, 369-393 (2017). MSC: 60G55 60G18 60K30 60G22 PDF BibTeX XML Cite \textit{N. Antunes} et al., ESAIM, Probab. Stat. 21, 369--393 (2017; Zbl 1393.60051) Full Text: DOI OpenURL
Maleki, Y. Scale parameter estimation of discrete scale invariant processes. (English) Zbl 1399.60069 Theory Stoch. Process. 22, No. 1, 62-70 (2017). MSC: 60G18 62F30 PDF BibTeX XML Cite \textit{Y. Maleki}, Theory Stoch. Process. 22, No. 1, 62--70 (2017; Zbl 1399.60069) Full Text: Link OpenURL
Demni, N. Reciprocal of the first hitting time of the boundary of dihedral wedges by a radial Dunkl process. (English) Zbl 1388.60085 Markov Process. Relat. Fields 23, No. 4, 661-678 (2017). MSC: 60G18 60G40 PDF BibTeX XML Cite \textit{N. Demni}, Markov Process. Relat. Fields 23, No. 4, 661--678 (2017; Zbl 1388.60085) Full Text: arXiv OpenURL
Kern, Peter; Wedrich, Lina On exact Hausdorff measure functions of operator semistable Lévy processes. (English) Zbl 1387.60080 Stochastic Anal. Appl. 35, No. 6, 980-1006 (2017). MSC: 60G51 28A78 28A80 60G17 60G18 60G52 PDF BibTeX XML Cite \textit{P. Kern} and \textit{L. Wedrich}, Stochastic Anal. Appl. 35, No. 6, 980--1006 (2017; Zbl 1387.60080) Full Text: DOI arXiv OpenURL
Arendarczyk, Marek On the asymptotics of supremum distribution for some iterated processes. (English) Zbl 1373.60066 Extremes 20, No. 2, 451-474 (2017). MSC: 60G15 60G18 60G70 PDF BibTeX XML Cite \textit{M. Arendarczyk}, Extremes 20, No. 2, 451--474 (2017; Zbl 1373.60066) Full Text: DOI arXiv OpenURL
Sun, Xichao; Yan, Litan Weak convergence to a class of multiple stochastic integrals. (English) Zbl 1378.60014 Commun. Stat., Theory Methods 46, No. 17, 8355-8368 (2017). MSC: 60B10 60H05 60G18 60G22 PDF BibTeX XML Cite \textit{X. Sun} and \textit{L. Yan}, Commun. Stat., Theory Methods 46, No. 17, 8355--8368 (2017; Zbl 1378.60014) Full Text: DOI OpenURL
Yan, Litan; Lu, Xiaoping; Li, Yumiao Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process. (Chinese. English summary) Zbl 1389.62030 J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30-37, 60 (2017). MSC: 62F10 60G18 60J60 PDF BibTeX XML Cite \textit{L. Yan} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 34, No. 1, 30--37, 60 (2017; Zbl 1389.62030) OpenURL
Coeurjolly, Jean-François; Porcu, Emilio Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion. (English) Zbl 1379.60044 Stat. Probab. Lett. 128, 21-27 (2017). MSC: 60G22 60G18 62F12 PDF BibTeX XML Cite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI OpenURL
Jung, Paul; Owada, Takashi; Samorodnitsky, Gennady Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1381.60081 Ann. Probab. 45, No. 4, 2087-2130 (2017). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G18 37A40 60G52 PDF BibTeX XML Cite \textit{P. Jung} et al., Ann. Probab. 45, No. 4, 2087--2130 (2017; Zbl 1381.60081) Full Text: DOI arXiv Euclid OpenURL
Dai, Hongshuai; Shen, Guangjun; Kong, Lingtao Limit theorems for functionals of Gaussian vectors. (English) Zbl 1372.60049 Front. Math. China 12, No. 4, 821-842 (2017). MSC: 60G15 60F17 PDF BibTeX XML Cite \textit{H. Dai} et al., Front. Math. China 12, No. 4, 821--842 (2017; Zbl 1372.60049) Full Text: DOI arXiv OpenURL
Maleki, Yasaman Optimal covariance estimation of discrete-time locally self-similar processes in time-scale and ambiguity domains. (English) Zbl 1462.62452 Commun. Stat., Theory Methods 46, No. 10, 4700-4712 (2017). MSC: 62J10 60G18 60G15 PDF BibTeX XML Cite \textit{Y. Maleki}, Commun. Stat., Theory Methods 46, No. 10, 4700--4712 (2017; Zbl 1462.62452) Full Text: DOI OpenURL
Yan, Litan; Li, Yumiao; Wu, Di Approximation of the Rosenblatt process by semimartingales. (English) Zbl 1368.60041 Commun. Stat., Theory Methods 46, No. 9, 4556-4578 (2017). MSC: 60G15 60G18 60F25 PDF BibTeX XML Cite \textit{L. Yan} et al., Commun. Stat., Theory Methods 46, No. 9, 4556--4578 (2017; Zbl 1368.60041) Full Text: DOI OpenURL
Shen, Guangjun; Xia, Liangwen; Zhu, Dongjin A strong convergence to the tempered fractional Brownian motion. (English) Zbl 1369.60019 Commun. Stat., Theory Methods 46, No. 8, 4103-4118 (2017). MSC: 60F15 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{G. Shen} et al., Commun. Stat., Theory Methods 46, No. 8, 4103--4118 (2017; Zbl 1369.60019) Full Text: DOI OpenURL
Godrèche, Claude Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes. (English) Zbl 1371.60075 J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60K05 60J65 60G18 60G52 60G70 PDF BibTeX XML Cite \textit{C. Godrèche}, J. Phys. A, Math. Theor. 50, No. 19, Article ID 195003, 28 p. (2017; Zbl 1371.60075) Full Text: DOI arXiv OpenURL
Wedrich, Lina Hausdorff dimension of the graph of an operator semistable Lévy process. (English) Zbl 1362.60046 J. Fractal Geom. 4, No. 1, 21-41 (2017). MSC: 60G51 60G52 60G18 60G17 28A78 28A80 PDF BibTeX XML Cite \textit{L. Wedrich}, J. Fractal Geom. 4, No. 1, 21--41 (2017; Zbl 1362.60046) Full Text: DOI arXiv OpenURL
Ait Ouahra, M.; Moussaten, S.; Sghir, A. On limit theorems of some extensions of fractional Brownian motion and their additive functionals. (English) Zbl 1362.60016 Stoch. Dyn. 17, No. 3, Article ID 1750022, 14 p. (2017). MSC: 60F05 60G22 60J55 60G18 26A33 PDF BibTeX XML Cite \textit{M. Ait Ouahra} et al., Stoch. Dyn. 17, No. 3, Article ID 1750022, 14 p. (2017; Zbl 1362.60016) Full Text: DOI OpenURL
Mai, Jan-Frederik; Schenk, Steffen; Scherer, Matthias Two novel characterizations of self-decomposability on the half-line. (English) Zbl 1405.60049 J. Theor. Probab. 30, No. 1, 365-383 (2017). MSC: 60G18 60G09 60E07 PDF BibTeX XML Cite \textit{J.-F. Mai} et al., J. Theor. Probab. 30, No. 1, 365--383 (2017; Zbl 1405.60049) Full Text: DOI OpenURL
Andrade, P.; Rifo, L. Long-range dependence and approximate Bayesian computation. (English) Zbl 1361.60024 Commun. Stat., Simulation Comput. 46, No. 2, 1219-1237 (2017). MSC: 60G10 62F15 62M09 60G22 60G18 65C60 PDF BibTeX XML Cite \textit{P. Andrade} and \textit{L. Rifo}, Commun. Stat., Simulation Comput. 46, No. 2, 1219--1237 (2017; Zbl 1361.60024) Full Text: DOI OpenURL
Macci, Claudio; Pacchiarotti, Barbara Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. (English) Zbl 1379.60042 Stochastics 89, No. 2, 469-484 (2017). MSC: 60G15 60F10 60F17 PDF BibTeX XML Cite \textit{C. Macci} and \textit{B. Pacchiarotti}, Stochastics 89, No. 2, 469--484 (2017; Zbl 1379.60042) Full Text: DOI Link OpenURL
Demni, Nizar First hitting time of the boundary of a wedge of angle \(\pi/4\) by a radial Dunkl process. (English) Zbl 1361.60068 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139-152 (2017). MSC: 60J60 60G18 PDF BibTeX XML Cite \textit{N. Demni}, ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 139--152 (2017; Zbl 1361.60068) Full Text: arXiv Link OpenURL
Bertoin, Jean Markovian growth-fragmentation processes. (English) Zbl 1375.60129 Bernoulli 23, No. 2, 1082-1101 (2017). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 60G18 PDF BibTeX XML Cite \textit{J. Bertoin}, Bernoulli 23, No. 2, 1082--1101 (2017; Zbl 1375.60129) Full Text: DOI Euclid OpenURL
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. Comparison inequalities for order statistics of Gaussian arrays. (English) Zbl 1358.60055 ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93-116 (2017). MSC: 60G15 60E15 62G30 60G70 60G18 PDF BibTeX XML Cite \textit{K. Dębicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 14, No. 1, 93--116 (2017; Zbl 1358.60055) Full Text: arXiv Link OpenURL
Kusuoka, Seiichiro; Takahashi, Hiroshi; Tamura, Yozo Recurrence and transience properties of multi-dimensional diffusion processes in selfsimilar and semi-selfsimilar random environments. (English) Zbl 1357.60084 Electron. Commun. Probab. 22, Paper No. 4, 11 p. (2017). MSC: 60J60 60K37 60G18 60G51 60G52 60J65 PDF BibTeX XML Cite \textit{S. Kusuoka} et al., Electron. Commun. Probab. 22, Paper No. 4, 11 p. (2017; Zbl 1357.60084) Full Text: DOI Euclid OpenURL
Bhatti, T.; Kern, P. An integral representation of dilatively stable processes with independent increments. (English) Zbl 1353.60049 Stochastic Processes Appl. 127, No. 1, 209-227 (2017). MSC: 60H05 60G51 60G52 60G18 PDF BibTeX XML Cite \textit{T. Bhatti} and \textit{P. Kern}, Stochastic Processes Appl. 127, No. 1, 209--227 (2017; Zbl 1353.60049) Full Text: DOI arXiv OpenURL
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy Fractionally integrated inverse stable subordinators. (English) Zbl 1353.60032 Stochastic Processes Appl. 127, No. 1, 80-106 (2017). MSC: 60F17 60F15 60G52 60K05 60G17 60G18 PDF BibTeX XML Cite \textit{A. Iksanov} et al., Stochastic Processes Appl. 127, No. 1, 80--106 (2017; Zbl 1353.60032) Full Text: DOI arXiv OpenURL
Ling, Chengxiu; Peng, Zuoxiang Extremes of order statistics of self-similar processes. (Chinese. English summary) Zbl 07494442 Sci. Sin., Math. 46, No. 8, 1139-1148 (2016). MSC: 60G18 60G15 60G70 PDF BibTeX XML Cite \textit{C. Ling} and \textit{Z. Peng}, Sci. Sin., Math. 46, No. 8, 1139--1148 (2016; Zbl 07494442) Full Text: DOI arXiv OpenURL