Ayache, Antoine; Bouly, Florent Uniformly and strongly consistent estimation for the random Hurst function of a multifractional process. (English) Zbl 07799702 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587-1614 (2023). MSC: 60G22 62G05 60H07 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{F. Bouly}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1587--1614 (2023; Zbl 07799702) Full Text: Link
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
Saâdaoui, Foued; Ghadhab, Imen Investigating volatility transmission across international equity markets using multivariate fractional models. (English) Zbl 07744743 Int. Trans. Oper. Res. 30, No. 5, 2139-2157 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{F. Saâdaoui} and \textit{I. Ghadhab}, Int. Trans. Oper. Res. 30, No. 5, 2139--2157 (2023; Zbl 07744743) Full Text: DOI
Zevallos, Mauricio On the asymptotic distribution of sample autocovariance differences of long-memory processes. (English) Zbl 07733563 Braz. J. Probab. Stat. 37, No. 2, 313-328 (2023). MSC: 62-XX 93-XX PDFBibTeX XMLCite \textit{M. Zevallos}, Braz. J. Probab. Stat. 37, No. 2, 313--328 (2023; Zbl 07733563) Full Text: DOI
Liu, Gi-Ren; Sheu, Yuan-Chung; Wu, Hau-Tieng Central and noncentral limit theorems arising from the scattering transform and its neural activation generalization. (English) Zbl 1516.60016 SIAM J. Math. Anal. 55, No. 2, 1170-1213 (2023). MSC: 60F05 42C40 60G60 42C15 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} et al., SIAM J. Math. Anal. 55, No. 2, 1170--1213 (2023; Zbl 1516.60016) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Fractional processes and their statistical inference: an overview. (English) Zbl 07813094 J. Indian Inst. Sci. 102, No. 4, 1145-1175 (2022). MSC: 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Inst. Sci. 102, No. 4, 1145--1175 (2022; Zbl 07813094) Full Text: DOI
Sun, Lin; Chen, Jianxin; Lu, Xianggang Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets. (English) Zbl 07636115 Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022). MSC: 39-XX 34-XX PDFBibTeX XMLCite \textit{L. Sun} et al., Adv. Contin. Discrete Models 2022, Paper No. 69, 22 p. (2022; Zbl 07636115) Full Text: DOI
Mehrdoust, Farshid; Fallah, Somayeh On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions. (English) Zbl 07632208 Commun. Stat., Simulation Comput. 51, No. 11, 6332-6351 (2022). MSC: 91Gxx 91G60 PDFBibTeX XMLCite \textit{F. Mehrdoust} and \textit{S. Fallah}, Commun. Stat., Simulation Comput. 51, No. 11, 6332--6351 (2022; Zbl 07632208) Full Text: DOI
Li, Zhong; Han, Jiequn; E, Weinan; Li, Qianxiao Approximation and optimization theory for linear continuous-time recurrent neural networks. (English) Zbl 07625195 J. Mach. Learn. Res. 23, Paper No. 42, 85 p. (2022). MSC: 68T05 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Mach. Learn. Res. 23, Paper No. 42, 85 p. (2022; Zbl 07625195) Full Text: Link
Kataria, K. K.; Khandakar, M. Generalized fractional counting process. (English) Zbl 1509.60107 J. Theor. Probab. 35, No. 4, 2784-2805 (2022). MSC: 60G55 60G22 91B05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Theor. Probab. 35, No. 4, 2784--2805 (2022; Zbl 1509.60107) Full Text: DOI arXiv
Nasari, Masoud M.; Ould-Haye, Mohamedou Confidence intervals with higher accuracy for short and long-memory linear processes. (English) Zbl 07574181 Stat. Pap. 63, No. 4, 1187-1220 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. M. Nasari} and \textit{M. Ould-Haye}, Stat. Pap. 63, No. 4, 1187--1220 (2022; Zbl 07574181) Full Text: DOI arXiv
Maraj, Katarzyna; Szarek, Dawid; Sikora, Grzegorz; Wyłomańska, Agnieszka Empirical anomaly measure for finite-variance processes. (English) Zbl 1519.60118 J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021). MSC: 60K50 62M07 PDFBibTeX XMLCite \textit{K. Maraj} et al., J. Phys. A, Math. Theor. 54, No. 2, Article ID 024001, 22 p. (2021; Zbl 1519.60118) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Prog. Probab. 77, 683--710 (2021; Zbl 1469.60167) Full Text: DOI arXiv
Maheshwari, Aditya; Singh, Reetendra Recent developments on fractional point processes. (English) Zbl 1468.60048 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 205-222 (2021). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{A. Maheshwari} and \textit{R. Singh}, SEMA SIMAI Springer Ser. 26, 205--222 (2021; Zbl 1468.60048) Full Text: DOI
Kataria, K. K.; Khandakar, M. Mixed fractional risk process. (English) Zbl 1470.60112 J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021). MSC: 60G22 60G50 91G05 PDFBibTeX XMLCite \textit{K. K. Kataria} and \textit{M. Khandakar}, J. Math. Anal. Appl. 504, No. 1, Article ID 125379, 18 p. (2021; Zbl 1470.60112) Full Text: DOI arXiv
Makogin, Vitalii; Oesting, Marco; Rapp, Albert; Spodarev, Evgeny Long range dependence for stable random processes. (English) Zbl 1484.60041 J. Time Ser. Anal. 42, No. 2, 161-185 (2021). MSC: 60G10 60G52 60G70 PDFBibTeX XMLCite \textit{V. Makogin} et al., J. Time Ser. Anal. 42, No. 2, 161--185 (2021; Zbl 1484.60041) Full Text: DOI arXiv
Omari, Dareen On statistical properties of nonlinear functionals of random fields. (Abstract of thesis). (English) Zbl 1457.60074 Bull. Aust. Math. Soc. 103, No. 2, 338-340 (2021). MSC: 60G60 35R01 60F17 62L20 PDFBibTeX XMLCite \textit{D. Omari}, Bull. Aust. Math. Soc. 103, No. 2, 338--340 (2021; Zbl 1457.60074) Full Text: DOI
Nadarajah, K.; Martin, Gael M.; Poskitt, D. S. Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach. (English) Zbl 1455.62181 J. Stat. Plann. Inference 211, 41-79 (2021). MSC: 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{K. Nadarajah} et al., J. Stat. Plann. Inference 211, 41--79 (2021; Zbl 1455.62181) Full Text: DOI arXiv
Mattuvarkuzhali, C.; Balasubramaniam, P. \(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. (English) Zbl 1492.34079 Stochastics 92, No. 8, 1157-1174 (2020). MSC: 34K30 34K09 34K20 34K45 47H10 60G18 60H15 PDFBibTeX XMLCite \textit{C. Mattuvarkuzhali} and \textit{P. Balasubramaniam}, Stochastics 92, No. 8, 1157--1174 (2020; Zbl 1492.34079) Full Text: DOI
Balcerek, Michał; Burnecki, Krzysztof Testing of fractional Brownian motion in a noisy environment. (English) Zbl 1495.60022 Chaos Solitons Fractals 140, Article ID 110097, 8 p. (2020). MSC: 60G22 62M10 PDFBibTeX XMLCite \textit{M. Balcerek} and \textit{K. Burnecki}, Chaos Solitons Fractals 140, Article ID 110097, 8 p. (2020; Zbl 1495.60022) Full Text: DOI arXiv
Shang, Han Lin A comparison of Hurst exponent estimators in long-range dependent curve time series. (English) Zbl 1494.62019 J. Time Ser. Econom. 12, No. 1, Article ID 20190009, 39 p. (2020). MSC: 62M10 62M15 62G32 PDFBibTeX XMLCite \textit{H. L. Shang}, J. Time Ser. Econom. 12, No. 1, Article ID 20190009, 39 p. (2020; Zbl 1494.62019) Full Text: DOI arXiv
Olenko, Andriy; Omari, Dareen Reduction principle for functionals of strong-weak dependent vector random fields. (English) Zbl 1484.60058 Braz. J. Probab. Stat. 34, No. 4, 885-908 (2020). Reviewer: Utkir A. Rozikov (Tashkent) MSC: 60G60 60F05 60F17 60G10 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{D. Omari}, Braz. J. Probab. Stat. 34, No. 4, 885--908 (2020; Zbl 1484.60058) Full Text: DOI arXiv Euclid
Olenko, Andriy; Vaskovych, Volodymyr Non-central limit theorems for functionals of random fields on hypersurfaces. (English) Zbl 1461.60036 ESAIM, Probab. Stat. 24, 315-340 (2020). MSC: 60G60 60F05 60G12 PDFBibTeX XMLCite \textit{A. Olenko} and \textit{V. Vaskovych}, ESAIM, Probab. Stat. 24, 315--340 (2020; Zbl 1461.60036) Full Text: DOI arXiv
Bardet, Jean-Marc; Guenaizi, Abdellatif Data-driven semi-parametric detection of multiple changes in long-range dependent processes. (English) Zbl 1462.62512 Electron. J. Stat. 14, No. 2, 3606-3643 (2020). MSC: 62M05 62G05 62G10 62G20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{A. Guenaizi}, Electron. J. Stat. 14, No. 2, 3606--3643 (2020; Zbl 1462.62512) Full Text: DOI arXiv Euclid
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-Jae Quantilograms under strong dependence. (English) Zbl 1440.62387 Econom. Theory 36, No. 3, 457-487 (2020). MSC: 62P20 62G08 62M20 60F17 PDFBibTeX XMLCite \textit{J. H. Lee} et al., Econom. Theory 36, No. 3, 457--487 (2020; Zbl 1440.62387) Full Text: DOI
Alodat, Tareq On asymptotics of functionals of random fields with long-range dependence. (Abstract of thesis). (English) Zbl 1444.60041 Bull. Aust. Math. Soc. 101, No. 3, 518-521 (2020). MSC: 60G60 60F17 62M30 62M40 PDFBibTeX XMLCite \textit{T. Alodat}, Bull. Aust. Math. Soc. 101, No. 3, 518--521 (2020; Zbl 1444.60041) Full Text: DOI
Davis, Richard A.; Nielsen, Mikkel Slot; Rohde, Victor Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes. (English) Zbl 1466.60116 Bernoulli 26, No. 2, 799-827 (2020). MSC: 60H10 34F05 62M10 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 26, No. 2, 799--827 (2020; Zbl 1466.60116) Full Text: DOI arXiv Euclid
Nielsen, Mikkel Slot; Pedersen, Jan Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages. (English) Zbl 1506.60035 ESAIM, Probab. Stat. 23, 803-822 (2019). MSC: 60F05 60G10 60G51 60H05 PDFBibTeX XMLCite \textit{M. S. Nielsen} and \textit{J. Pedersen}, ESAIM, Probab. Stat. 23, 803--822 (2019; Zbl 1506.60035) Full Text: DOI arXiv
Kumar, A.; Maheshwari, A.; Wyłomańska, A. Linnik Lévy process and some extensions. (English) Zbl 07568580 Physica A 529, Article ID 121539, 15 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 529, Article ID 121539, 15 p. (2019; Zbl 07568580) Full Text: DOI
Wang, Lihong Time varying long memory parameter estimation for locally stationary long memory processes. (English) Zbl 07530038 Commun. Stat., Theory Methods 48, No. 10, 2529-2547 (2019). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{L. Wang}, Commun. Stat., Theory Methods 48, No. 10, 2529--2547 (2019; Zbl 07530038) Full Text: DOI
Wang, Li-Hong; Wang, Ming Asymptotics of estimators for nonparametric multivariate regression models with long memory. (English) Zbl 1449.62092 Appl. Math., Ser. B (Engl. Ed.) 34, No. 4, 403-422 (2019). MSC: 62G08 62M10 62G20 PDFBibTeX XMLCite \textit{L.-H. Wang} and \textit{M. Wang}, Appl. Math., Ser. B (Engl. Ed.) 34, No. 4, 403--422 (2019; Zbl 1449.62092) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Sørbye, Sigrunn H.; Myrvoll-Nilsen, Eirik; Rue, Håvard An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost. (English) Zbl 1430.62207 Stat. Comput. 29, No. 4, 821-833 (2019). MSC: 62M10 62M40 62-08 PDFBibTeX XMLCite \textit{S. H. Sørbye} et al., Stat. Comput. 29, No. 4, 821--833 (2019; Zbl 1430.62207) Full Text: DOI arXiv
Anh, Vo; Olenko, Andriy; Vaskovych, Volodymyr On LSE in regression model for long-range dependent random fields on spheres. (English) Zbl 1423.62049 Statistics 53, No. 5, 1131-1151 (2019). MSC: 62H11 62J05 60G60 60F05 PDFBibTeX XMLCite \textit{V. Anh} et al., Statistics 53, No. 5, 1131--1151 (2019; Zbl 1423.62049) Full Text: DOI arXiv
Lahiri, Soumendra N.; Das, Ujjwal; Nordman, Daniel J. Empirical likelihood for a long range dependent process subordinated to a Gaussian process. (English) Zbl 1421.62124 J. Time Ser. Anal. 40, No. 4, 447-466 (2019). MSC: 62M10 62E20 62J05 60G15 60F10 PDFBibTeX XMLCite \textit{S. N. Lahiri} et al., J. Time Ser. Anal. 40, No. 4, 447--466 (2019; Zbl 1421.62124) Full Text: DOI
Garnier, Josselin; Sølna, Knut Option pricing under fast-varying long-memory stochastic volatility. (English) Zbl 1411.91556 Math. Finance 29, No. 1, 39-83 (2019). MSC: 91G20 60G22 60J60 60G44 PDFBibTeX XMLCite \textit{J. Garnier} and \textit{K. Sølna}, Math. Finance 29, No. 1, 39--83 (2019; Zbl 1411.91556) Full Text: DOI arXiv
Kumar, A.; Gajda, J.; Wyłomańska, A.; Połoczański, R. Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators. (English) Zbl 1411.60058 Methodol. Comput. Appl. Probab. 21, No. 1, 185-202 (2019). MSC: 60G20 60G10 35R11 PDFBibTeX XMLCite \textit{A. Kumar} et al., Methodol. Comput. Appl. Probab. 21, No. 1, 185--202 (2019; Zbl 1411.60058) Full Text: DOI
Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz Variance change point detection for fractional Brownian motion based on the likelihood ratio test. (English) Zbl 1514.62159 Physica A 490, 439-450 (2018). MSC: 62M07 60G22 PDFBibTeX XMLCite \textit{D. Kucharczyk} et al., Physica A 490, 439--450 (2018; Zbl 1514.62159) Full Text: DOI
Beran, Jan; Telkmann, Klaus On nonparametric density estimation for multivariate linear long-memory processes. (English) Zbl 1511.62210 Commun. Stat., Theory Methods 47, No. 22, 5460-5473 (2018); correction ibid. 48, No. 23, 5922 (2019). MSC: 62M10 62G07 62H12 62M09 62E20 PDFBibTeX XMLCite \textit{J. Beran} and \textit{K. Telkmann}, Commun. Stat., Theory Methods 47, No. 22, 5460--5473 (2018; Zbl 1511.62210) Full Text: DOI
Coeurjolly, Jean-Francois; Porcu, Emilio Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix. (English) Zbl 07498946 J. Comput. Graph. Stat. 27, No. 2, 278-290 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, J. Comput. Graph. Stat. 27, No. 2, 278--290 (2018; Zbl 07498946) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{T. Alodat} and \textit{A. Olenko}, Theory Probab. Math. Stat. 97, 1--16 (2018; Zbl 1409.60082) Full Text: DOI arXiv
Livsey, James; Lund, Robert; Kechagias, Stefanos; Pipiras, Vladas Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts. (English) Zbl 1393.62126 Ann. Appl. Stat. 12, No. 1, 408-431 (2018). MSC: 62P12 62M10 62H12 PDFBibTeX XMLCite \textit{J. Livsey} et al., Ann. Appl. Stat. 12, No. 1, 408--431 (2018; Zbl 1393.62126) Full Text: DOI Euclid
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas Domain and range symmetries of operator fractional Brownian fields. (English) Zbl 1386.60145 Stochastic Processes Appl. 128, No. 1, 39-78 (2018). MSC: 60G18 60G15 PDFBibTeX XMLCite \textit{G. Didier} et al., Stochastic Processes Appl. 128, No. 1, 39--78 (2018; Zbl 1386.60145) Full Text: DOI arXiv
Li, Ming; Li, Jia-Yue Generalized Cauchy model of sea level fluctuations with long-range dependence. (English) Zbl 1499.86005 Physica A 484, 309-335 (2017). MSC: 86A05 37N10 28A80 PDFBibTeX XMLCite \textit{M. Li} and \textit{J.-Y. Li}, Physica A 484, 309--335 (2017; Zbl 1499.86005) Full Text: DOI
Kumar, A.; Wyłomańska, A.; Gajda, J. Stable Lévy motion with inverse Gaussian subordinator. (English) Zbl 1495.60017 Physica A 482, 486-500 (2017). MSC: 60G15 60G22 60J65 PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 482, 486--500 (2017; Zbl 1495.60017) Full Text: DOI
Li, Ming Record length requirement of long-range dependent teletraffic. (English) Zbl 1400.94095 Physica A 472, 164-187 (2017). MSC: 94A17 81P40 60G22 62M15 PDFBibTeX XMLCite \textit{M. Li}, Physica A 472, 164--187 (2017; Zbl 1400.94095) Full Text: DOI
Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S. Fractional Brownian motion time-changed by gamma and inverse gamma process. (English) Zbl 1400.60049 Physica A 468, 648-667 (2017). MSC: 60G22 PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 468, 648--667 (2017; Zbl 1400.60049) Full Text: DOI arXiv
Garnier, Josselin; Sølna, Knut Correction to Black-Scholes formula due to fractional stochastic volatility. (English) Zbl 1407.91290 SIAM J. Financ. Math. 8, 560-588 (2017). MSC: 91G80 60H10 60G22 60K37 PDFBibTeX XMLCite \textit{J. Garnier} and \textit{K. Sølna}, SIAM J. Financ. Math. 8, 560--588 (2017; Zbl 1407.91290) Full Text: DOI arXiv
Liu, G.-R.; Shieh, N.-R. Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data. (English) Zbl 1382.60076 Theory Probab. Math. Stat. 95, 109-130 (2017) and Teor. Jmovirn. Mat. Stat. 95, 101-118 (2016). MSC: 60G60 60H05 62M15 35K15 PDFBibTeX XMLCite \textit{G. R. Liu} and \textit{N. R. Shieh}, Theory Probab. Math. Stat. 95, 109--130 (2017; Zbl 1382.60076) Full Text: DOI
Anh, Vo; Olenko, Andriy; Vaskovych, V. Non-central limit theorems and convergence rates. (English) Zbl 1390.60183 Theory Probab. Math. Stat. 95, 3-15 (2017) and Teor. Jmovirn. Mat. Stat. 95, 2-13 (2016). MSC: 60G60 60F05 60G12 PDFBibTeX XMLCite \textit{V. Anh} et al., Theory Probab. Math. Stat. 95, 3--15 (2017; Zbl 1390.60183) Full Text: DOI
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 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} and \textit{E. Porcu}, Stat. Probab. Lett. 128, 21--27 (2017; Zbl 1379.60044) Full Text: DOI
Poskitt, D. S.; Martin, Gael M.; Grose, Simone D. Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap. (English) Zbl 1441.62843 Econom. Theory 33, No. 3, 578-609 (2017). MSC: 62P20 62M10 62E20 62M15 62F12 62G20 PDFBibTeX XMLCite \textit{D. S. Poskitt} et al., Econom. Theory 33, No. 3, 578--609 (2017; Zbl 1441.62843) Full Text: DOI arXiv
Didier, Gustavo; Zhang, Kui The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments. (English) Zbl 1370.92039 J. Time Ser. Anal. 38, No. 3, 395-416 (2017). MSC: 92C35 62P10 82B31 74F10 60G22 PDFBibTeX XMLCite \textit{G. Didier} and \textit{K. Zhang}, J. Time Ser. Anal. 38, No. 3, 395--416 (2017; Zbl 1370.92039) Full Text: DOI arXiv
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas Exponents of operator self-similar random fields. (English) Zbl 1357.60055 J. Math. Anal. Appl. 448, No. 2, 1450-1466 (2017). MSC: 60G60 60G18 60G15 PDFBibTeX XMLCite \textit{G. Didier} et al., J. Math. Anal. Appl. 448, No. 2, 1450--1466 (2017; Zbl 1357.60055) Full Text: DOI arXiv
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv
Liu, Guangying; Zhang, Xinsheng; Zhang, Shibin Testing long memory based on a discretely observed process. (English) Zbl 1374.62059 Appl. Math., Ser. B (Engl. Ed.) 31, No. 3, 253-268 (2016). MSC: 62G10 60F05 60G22 60G48 62P05 PDFBibTeX XMLCite \textit{G. Liu} et al., Appl. Math., Ser. B (Engl. Ed.) 31, No. 3, 253--268 (2016; Zbl 1374.62059) Full Text: DOI
Eliazar, Iddo The Poisson aggregation process. (English) Zbl 1355.60030 Chaos Solitons Fractals 83, 38-53 (2016). MSC: 60F05 60K25 PDFBibTeX XMLCite \textit{I. Eliazar}, Chaos Solitons Fractals 83, 38--53 (2016; Zbl 1355.60030) Full Text: DOI
Maheshwari, A.; Vellaisamy, P. On the long-range dependence of fractional Poisson and negative binomial processes. (English) Zbl 1355.60052 J. Appl. Probab. 53, No. 4, 989-1000 (2016). MSC: 60G22 60G55 PDFBibTeX XMLCite \textit{A. Maheshwari} and \textit{P. Vellaisamy}, J. Appl. Probab. 53, No. 4, 989--1000 (2016; Zbl 1355.60052) Full Text: DOI arXiv Euclid
Kawai, Reiichiro Higher order fractional stable motion: hyperdiffusion with heavy tails. (English) Zbl 1355.60050 J. Stat. Phys. 165, No. 1, 126-152 (2016). MSC: 60G22 60G52 60J60 60G18 60G17 60F05 65C50 PDFBibTeX XMLCite \textit{R. Kawai}, J. Stat. Phys. 165, No. 1, 126--152 (2016; Zbl 1355.60050) Full Text: DOI
Beran, Jan On the effect of long-range dependence on extreme value copula estimation with fixed marginals. (English) Zbl 1349.62393 Commun. Stat., Theory Methods 45, No. 19, 5590-5618 (2016). MSC: 62M10 62G32 60F17 62G20 PDFBibTeX XMLCite \textit{J. Beran}, Commun. Stat., Theory Methods 45, No. 19, 5590--5618 (2016; Zbl 1349.62393) Full Text: DOI
Deng, Mao Lin; Zhu, Wei Qiu Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation. (English) Zbl 1349.70036 Nonlinear Dyn. 83, No. 1-2, 1015-1027 (2016). MSC: 70H08 70K65 37J40 70H07 34A08 37H05 PDFBibTeX XMLCite \textit{M. L. Deng} and \textit{W. Q. Zhu}, Nonlinear Dyn. 83, No. 1--2, 1015--1027 (2016; Zbl 1349.70036) Full Text: DOI
Steland, Ansgar Asymptotics for random functions moderated by dependent noise. (English) Zbl 1350.60035 Stat. Inference Stoch. Process. 19, No. 3, 363-387 (2016). MSC: 60F17 60F05 62E20 60G40 62L10 PDFBibTeX XMLCite \textit{A. Steland}, Stat. Inference Stoch. Process. 19, No. 3, 363--387 (2016; Zbl 1350.60035) Full Text: DOI
Mikosch, Thomas; Wintenberger, Olivier A large deviations approach to limit theory for heavy-tailed time series. (English) Zbl 1350.60024 Probab. Theory Relat. Fields 166, No. 1-2, 233-269 (2016). Reviewer: Seenith Sivasundaram (Daytona Beach) MSC: 60F10 60F05 60G50 60G70 60G55 62M10 PDFBibTeX XMLCite \textit{T. Mikosch} and \textit{O. Wintenberger}, Probab. Theory Relat. Fields 166, No. 1--2, 233--269 (2016; Zbl 1350.60024) Full Text: DOI arXiv
Fyodorov, Y. V.; Khoruzhenko, B. A.; Simm, N. J. Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble. (English) Zbl 1393.60037 Ann. Probab. 44, No. 4, 2980-3031 (2016). MSC: 60G22 60B20 60F17 60F05 60G15 60G25 PDFBibTeX XMLCite \textit{Y. V. Fyodorov} et al., Ann. Probab. 44, No. 4, 2980--3031 (2016; Zbl 1393.60037) Full Text: DOI arXiv Euclid
Wang, Lihong Local linear estimation for regression models with locally stationary long memory errors. (English) Zbl 1342.62066 J. Korean Stat. Soc. 45, No. 3, 381-394 (2016). MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{L. Wang}, J. Korean Stat. Soc. 45, No. 3, 381--394 (2016; Zbl 1342.62066) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI arXiv Euclid
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
Prakasa Rao, B. L. S. Conditions for singularity for measures generated by two fractional psuedo-diffusion processes. (English) Zbl 1344.60041 Stochastic Anal. Appl. 34, No. 2, 183-192 (2016). MSC: 60G22 60G30 60H10 60J60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 34, No. 2, 183--192 (2016; Zbl 1344.60041) Full Text: DOI
Peligrad, Magda; Sang, Hailin The self-normalized asymptotic results for linear processes. (English) Zbl 1368.60025 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 43-51 (2015). MSC: 60F05 60F17 62M10 PDFBibTeX XMLCite \textit{M. Peligrad} and \textit{H. Sang}, Fields Inst. Commun. 76, 43--51 (2015; Zbl 1368.60025) Full Text: DOI
Maleki, Y.; Rezakhah, S. The scale invariant Wigner spectrum estimation of Gaussian locally self-similar processes. (English) Zbl 1343.62079 Commun. Stat., Theory Methods 44, No. 23, 4983-5004 (2015). MSC: 62M15 60G15 60G18 PDFBibTeX XMLCite \textit{Y. Maleki} and \textit{S. Rezakhah}, Commun. Stat., Theory Methods 44, No. 23, 4983--5004 (2015; Zbl 1343.62079) Full Text: DOI arXiv
Abry, Patrice; Jaffard, Stéphane; Leonarduzzi, Roberto; Melot, Clothilde; Wendt, Herwig Multifractal analysis based on \(p\)-exponents and lacunarity exponents. (English) Zbl 1337.28008 Bandt, Christoph (ed.) et al., Fractal geometry and stochastics V. Selected papers of the 5th conference, Tabarz, Germany, March 24–29, 2014. Cham: Springer (ISBN 978-3-319-18659-7/hbk; 978-3-319-18660-3/ebook). Progress in Probability 70, 279-313 (2015). MSC: 28A80 42C40 PDFBibTeX XMLCite \textit{P. Abry} et al., Prog. Probab. 70, 279--313 (2015; Zbl 1337.28008) Full Text: DOI arXiv
Wu, Liang; Ding, Yiming Estimation of self-similar Gaussian fields using wavelet transform. (English) Zbl 1332.62373 Int. J. Wavelets Multiresolut. Inf. Process. 13, No. 6, Article ID 1550044, 12 p. (2015). MSC: 62M40 60G22 42C40 PDFBibTeX XMLCite \textit{L. Wu} and \textit{Y. Ding}, Int. J. Wavelets Multiresolut. Inf. Process. 13, No. 6, Article ID 1550044, 12 p. (2015; Zbl 1332.62373) Full Text: DOI
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald S. Bias correction of persistence measures in fractionally integrated models. (English) Zbl 1329.62377 J. Time Ser. Anal. 36, No. 5, 721-740 (2015). MSC: 62M10 62G20 62G09 PDFBibTeX XMLCite \textit{S. D. Grose} et al., J. Time Ser. Anal. 36, No. 5, 721--740 (2015; Zbl 1329.62377) Full Text: DOI arXiv
Abry, P.; Jaffard, S.; Wendt, H. A Bridge between geometric measure theory and signal processing: multifractal analysis. (English) Zbl 1327.28008 Gröchenig, Karlheinz (ed.) et al., Operator-related function theory and time-frequency analysis. The Abel symposium 2012, Oslo, Norway, August 20–24, 2012. Cham: Springer (ISBN 978-3-319-08556-2/hbk; 978-3-319-08557-9/ebook). Abel Symposia 9, 1-56 (2015). Reviewer: Boris A. Kats (Kazan) MSC: 28A80 42C40 PDFBibTeX XMLCite \textit{P. Abry} et al., Abel Symp. 9, 1--56 (2015; Zbl 1327.28008) Full Text: DOI
Baek, Changryong A piecewise polynomial trend against long range dependence. (English) Zbl 1485.62110 J. Korean Stat. Soc. 44, No. 3, 457-468 (2015). MSC: 62M10 62G10 62L10 PDFBibTeX XMLCite \textit{C. Baek}, J. Korean Stat. Soc. 44, No. 3, 457--468 (2015; Zbl 1485.62110) Full Text: DOI
Wang, Gaowen; Han, Nan-Wei Spurious regressions in time series with long memory. (English) Zbl 1325.62174 Commun. Stat., Theory Methods 44, No. 4, 837-854 (2015). MSC: 62M10 91B84 60J65 62G20 62J02 PDFBibTeX XMLCite \textit{G. Wang} and \textit{N.-W. Han}, Commun. Stat., Theory Methods 44, No. 4, 837--854 (2015; Zbl 1325.62174) Full Text: DOI
Liu, Gi-Ren; Shieh, Narn-Rueih Multi-scaling limits for relativistic diffusion equations with random initial data. (English) Zbl 1316.60076 Trans. Am. Math. Soc. 367, No. 5, 3423-3446 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G60 60H30 60H25 60G15 60H05 35R60 35K15 35S05 62M15 PDFBibTeX XMLCite \textit{G.-R. Liu} and \textit{N.-R. Shieh}, Trans. Am. Math. Soc. 367, No. 5, 3423--3446 (2015; Zbl 1316.60076) Full Text: DOI arXiv
Bruna, Joan; Mallat, Stéphane; Bacry, Emmanuel; Muzy, Jean-François Intermittent process analysis with scattering moments. (English) Zbl 1308.62168 Ann. Stat. 43, No. 1, 323-351 (2015). MSC: 62M10 62M15 62M40 62G05 62P05 PDFBibTeX XMLCite \textit{J. Bruna} et al., Ann. Stat. 43, No. 1, 323--351 (2015; Zbl 1308.62168) Full Text: DOI arXiv Euclid
Koul, Hira; Surgailis, Donatas; Mimoto, Nao Minimum distance lack-of-fit tests under long memory errors. (English) Zbl 1333.62201 Metrika 78, No. 2, 119-143 (2015). MSC: 62M07 62M10 62E20 62G20 PDFBibTeX XMLCite \textit{H. Koul} et al., Metrika 78, No. 2, 119--143 (2015; Zbl 1333.62201) Full Text: DOI
Kechagias, Stefanos; Pipiras, Vladas Definitions and representations of multivariate long-range dependent time series. (English) Zbl 1308.62173 J. Time Ser. Anal. 36, No. 1, 1-25 (2015). MSC: 62M10 62M15 60G22 42A16 PDFBibTeX XMLCite \textit{S. Kechagias} and \textit{V. Pipiras}, J. Time Ser. Anal. 36, No. 1, 1--25 (2015; Zbl 1308.62173) Full Text: DOI
Rupasinghe, Maduka; Mukhopadhyay, Purna; Samaranayake, V. A. Obtaining prediction intervals for FARIMA processes using the sieve bootstrap. (English) Zbl 1453.62643 J. Stat. Comput. Simulation 84, No. 9, 2044-2058 (2014). MSC: 62M10 62G09 62M20 PDFBibTeX XMLCite \textit{M. Rupasinghe} et al., J. Stat. Comput. Simulation 84, No. 9, 2044--2058 (2014; Zbl 1453.62643) Full Text: DOI
Beran, Jan; Weiershäuser, Arno; Galizia, C. Giovanni; Rein, Julia; Smith, Brian H.; Strauch, Martin On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data. (English) Zbl 1305.62318 Sankhyā, Ser. B 76, No. 1, 49-81 (2014). MSC: 62M09 62M10 60G22 62M99 62J02 PDFBibTeX XMLCite \textit{J. Beran} et al., Sankhyā, Ser. B 76, No. 1, 49--81 (2014; Zbl 1305.62318) Full Text: DOI Link
Grublytė, Ieva; Surgailis, Donatas Projective stochastic equations and nonlinear long memory. (English) Zbl 1305.60026 Adv. Appl. Probab. 46, No. 4, 1084-1105 (2014). MSC: 60G10 60F17 60H25 PDFBibTeX XMLCite \textit{I. Grublytė} and \textit{D. Surgailis}, Adv. Appl. Probab. 46, No. 4, 1084--1105 (2014; Zbl 1305.60026) Full Text: DOI arXiv Euclid
Wang, Yizao An invariance principle for fractional Brownian sheets. (English) Zbl 1307.60030 J. Theor. Probab. 27, No. 4, 1124-1139 (2014). MSC: 60F17 60F05 60G22 PDFBibTeX XMLCite \textit{Y. Wang}, J. Theor. Probab. 27, No. 4, 1124--1139 (2014; Zbl 1307.60030) Full Text: DOI arXiv
Zhao, Zhibiao; Zhang, Yiyun; Li, Runze Non-parametric estimation under strong dependence. (English) Zbl 1301.62044 J. Time Ser. Anal. 35, No. 1, 4-15 (2014). MSC: 62G08 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{Z. Zhao} et al., J. Time Ser. Anal. 35, No. 1, 4--15 (2014; Zbl 1301.62044) Full Text: DOI Link
Liu, Guangying; Tang, Jiashan; Zhang, Xinsheng Central limit theorems for power variation of Gaussian integral processes with jumps. (English) Zbl 1309.60013 Sci. China, Math. 57, No. 8, 1671-1685 (2014). MSC: 60F05 60G15 60G51 60H05 60G99 PDFBibTeX XMLCite \textit{G. Liu} et al., Sci. China, Math. 57, No. 8, 1671--1685 (2014; Zbl 1309.60013) Full Text: DOI
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{C. Tudor}, J. Multivariate Anal. 131, 1--16 (2014; Zbl 1298.60045) Full Text: DOI arXiv
Meerschaert, Mark M.; Sabzikar, Farzad Stochastic integration for tempered fractional Brownian motion. (English) Zbl 1329.60166 Stochastic Processes Appl. 124, No. 7, 2363-2387 (2014). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{M. M. Meerschaert} and \textit{F. Sabzikar}, Stochastic Processes Appl. 124, No. 7, 2363--2387 (2014; Zbl 1329.60166) Full Text: DOI
Baek, Changryong; Pipiras, Vladas On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. (English) Zbl 1349.62391 Electron. J. Stat. 8, No. 1, 931-964 (2014). MSC: 62M10 62G10 60G18 PDFBibTeX XMLCite \textit{C. Baek} and \textit{V. Pipiras}, Electron. J. Stat. 8, No. 1, 931--964 (2014; Zbl 1349.62391) Full Text: DOI Euclid
Coeurjolly, Jean-François; Lee, Kichun; Vidakovic, Brani Variance estimation for fractional Brownian motions with fixed Hurst parameters. (English) Zbl 1291.62056 Commun. Stat., Theory Methods 43, No. 8, 1845-1858 (2014). MSC: 62F10 60G22 62F12 PDFBibTeX XMLCite \textit{J.-F. Coeurjolly} et al., Commun. Stat., Theory Methods 43, No. 8, 1845--1858 (2014; Zbl 1291.62056) Full Text: DOI
Zevallos, Mauricio; Palma, Wilfredo Minimum distance estimation of ARFIMA processes. (English) Zbl 1365.62350 Comput. Stat. Data Anal. 58, 242-256 (2013). MSC: 62M10 62M09 60F05 62P05 62P10 PDFBibTeX XMLCite \textit{M. Zevallos} and \textit{W. Palma}, Comput. Stat. Data Anal. 58, 242--256 (2013; Zbl 1365.62350) Full Text: DOI Link
Eliazar, Iddo I.; Cohen, Morrel H. Power-law connections: from Zipf to Heaps and beyond. (English) Zbl 1342.62199 Ann. Phys. 332, 56-74 (2013). MSC: 62P99 60E05 62E20 PDFBibTeX XMLCite \textit{I. I. Eliazar} and \textit{M. H. Cohen}, Ann. Phys. 332, 56--74 (2013; Zbl 1342.62199) Full Text: DOI
Leonenko, Nikolai; Olenko, Andriy Tauberian and Abelian theorems for long-range dependent random fields. (English) Zbl 1307.60068 Methodol. Comput. Appl. Probab. 15, No. 4, 715-742 (2013). MSC: 60G60 62E20 40E05 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Olenko}, Methodol. Comput. Appl. Probab. 15, No. 4, 715--742 (2013; Zbl 1307.60068) Full Text: DOI arXiv
Eliazar, Iddo I.; Shlesinger, Michael F. Fractional motions. (English) Zbl 1300.82015 Phys. Rep. 527, No. 2, 101-129 (2013). MSC: 82B41 60J65 82C31 60J60 26A33 60G51 28A80 PDFBibTeX XMLCite \textit{I. I. Eliazar} and \textit{M. F. Shlesinger}, Phys. Rep. 527, No. 2, 101--129 (2013; Zbl 1300.82015) Full Text: DOI
Bai, Shuyang; Taqqu, Murad S. Multivariate limit theorems in the context of long-range dependence. (English) Zbl 1291.62160 J. Time Ser. Anal. 34, No. 6, 717-743 (2013). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 34, No. 6, 717--743 (2013; Zbl 1291.62160) Full Text: DOI arXiv
Liu, Guangying; Wei, Zhengyuan; Zhang, Xinsheng Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps. (English) Zbl 1285.60020 J. Stat. Plann. Inference 143, No. 8, 1307-1319 (2013). MSC: 60F05 60G15 60G48 PDFBibTeX XMLCite \textit{G. Liu} et al., J. Stat. Plann. Inference 143, No. 8, 1307--1319 (2013; Zbl 1285.60020) Full Text: DOI
Menéndez, Patricia; Ghosh, Sucharita; Künsch, Hans R.; Tinner, Willy On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series. (English) Zbl 1416.62640 J. Nonparametric Stat. 25, No. 4, 765-785 (2013). MSC: 62P12 62M10 62G07 62G08 62P10 PDFBibTeX XMLCite \textit{P. Menéndez} et al., J. Nonparametric Stat. 25, No. 4, 765--785 (2013; Zbl 1416.62640) Full Text: DOI
Bertram, Philip; Kruse, Robinson; Sibbertsen, Philipp Fractional integration versus level shifts: the case of realized asset correlations. (English) Zbl 1416.62653 Stat. Pap. 54, No. 4, 977-991 (2013). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{P. Bertram} et al., Stat. Pap. 54, No. 4, 977--991 (2013; Zbl 1416.62653) Full Text: DOI
Preuß, Philip; Vetter, Mathias Discriminating between long-range dependence and non-stationarity. (English) Zbl 1293.62201 Electron. J. Stat. 7, 2241-2297 (2013). MSC: 62M10 62M15 62G10 PDFBibTeX XMLCite \textit{P. Preuß} and \textit{M. Vetter}, Electron. J. Stat. 7, 2241--2297 (2013; Zbl 1293.62201) Full Text: DOI Euclid
Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang Moment bounds and mean squared prediction errors of long-memory time series. (English) Zbl 1292.62099 Ann. Stat. 41, No. 3, 1268-1298 (2013). MSC: 62J02 62M10 62F12 60F25 PDFBibTeX XMLCite \textit{N. H. Chan} et al., Ann. Stat. 41, No. 3, 1268--1298 (2013; Zbl 1292.62099) Full Text: DOI arXiv Euclid