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Found 58 Documents (Results 1–58)

Power-law cross-correlations: issues, solutions and future challenges. (English) Zbl 07624827

Grech, Dariusz (ed.) et al., Simplicity of complexity in economic and social systems. Proceedings of the 54th winter school of theoretical physics, Lądek Zdrój, Poland, February 18–24, 2018. Cham: Springer. Springer Proc. Complex., 43-54 (2021).
MSC:  62P05
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Local polynomial \(M\)-estimation in random design regression with dependent errors. (English) Zbl 1434.62059

Steland, Ansgar (ed.) et al., Stochastic models, statistics and their applications. Collected papers based on the presentations at the 14th workshop, Dresden, Germany, March 6–8, 2019. Cham: Springer. Springer Proc. Math. Stat. 294, 219-227 (2019).
MSC:  62G08 62K20
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Short range and long range dependence. (English) Zbl 1368.60038

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, 283-294 (2015).
MSC:  60G10 60G15 60F05
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Some fractional and multifractional Gaussian processes: a brief introduction. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60066

Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560001, 14 p. (2015).
MSC:  60G22 60G15 60G18
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Long-range dependence of the two-dimensional Ising model at critical temperature. (English) Zbl 1334.82018

Frame, Michael (ed.) et al., Benoit Mandelbrot. A life in many dimensions. Hackensack, NJ: World Scientific (ISBN 978-981-4366-06-9/hbk; 978-981-4635-53-0/ebook). Fractals and Dynamics in Mathematics, Science, and the Arts: Theory an Applications 1, 399-440 (2015).
MSC:  82B20 82B27
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Long-range dependence and the rank of decompositions. (English) Zbl 1321.60074

Carfì, David (ed.) et al., Fractal geometry and dynamical systems in pure and applied mathematics II: Fractals in applied mathematics. Selected papers based on three conferences following the passing of Benoît Mandelbrot in October 2010. 1st PISRS 2011 international conference on analysis, fractal geometry, dynamical systems and economics, Messina, Italy, November 8–12, 2011, AMS special session on fractal geometry in pure and applied mathematics, in memory of Benoît Mandelbrot, Boston, MA, USA, January 2012, AMS special session on geometry and analysis on fractal spaces, Honolulu, HI, USA, March 2012. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-9148-3/pbk; 978-1-4704-1083-4/ebook). Contemporary Mathematics 601, 289-305 (2013).
MSC:  60G18 62M10
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Basic properties of the multivariate fractional Brownian motion. (English) Zbl 1293.60044

Chaumont, Loïc (ed.) et al., Self-similar processes and their applications. Selected papers related to the conference, Angers, France, July 20–24, 2009. Paris: Société Mathématique de France (ISBN 978-2-85629-365-2). Séminaires et Congrès 28, 63-84 (2013).
MSC:  60G22
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Some examples of similarity families of long range dependent Gaussian processes. (English. Spanish summary) Zbl 1325.60049

González-Barrios, José M. (ed.) et al., Modelos en estadística y probabilidad. II. México: Sociedad Matemática Mexicana; México: Instituto de Matemáticas, UNAM; México: Cinvestav (ISBN 978-607-02-2633-5/pbk). Aportaciones Matemáticas. Comunicaciones 44, 135-148 (2011).
MSC:  60G15 60G18 60G22
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Credit contagion in a long range dependent macroeconomic factor model. (English) Zbl 1237.91219

Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 105-132 (2011).
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Evaluation of Hurst exponent for precipitation time series. (English) Zbl 1231.62157

Mastorakis, N. (ed.) et al., Latest trends on computers. 2 Volumes. Papers based on the presentations at the 14th WSEAS international conference on computers (Part of the 14th WSEAS CSCC multiconference), Corfu Island, Greece, July 23–25, 2010. Athens: World Scientific and Engineering Academy and Society (WSEAS) (ISBN 978-960-474-206-6/CD-ROM; 978-960-474-201-1). 590-595 (2010).
MSC:  62M10 62P12
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Long-range dependent network traffic: a view from generalized Cauchy process. (English) Zbl 1210.60105

Yang, Fengshan (ed.), Progress in applied mathematical modeling. New York, NY: Nova Science Publishers (ISBN 1-60021-976-4/hbk). 319-336 (2008).
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Extremes of supOU processes. (English) Zbl 1136.60034

Benth, Fred Espen (ed.) et al., Stochastic analysis and applications. The Abel symposium 2005. Proceedings of the second Abel symposium, Oslo, Norway, July 29 – August 4, 2005, held in honor of Kiyosi Itô. Berlin: Springer (ISBN 978-3-540-70846-9/hbk). Abel Symposia 2, 339-359 (2007).
MSC:  60G70 60G10
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Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence. (English) Zbl 1131.93376

Agrawal, Prathima (ed.) et al., Wirelesse communications. Invited papers based on the presentations at the IMA summer school program on wireless communications, University of Minnesota, June 22 – July 1, 2005. New York, NY: Springer (ISBN 0-387-37269-5/hbk). The IMA Volumes in Mathematics and its Applications 143, 53-74 (2007).
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Power law and Tsallis entropy: network traffic and applications. (English) Zbl 1160.82302

Sengupta, Ashok (ed.), Chaos, nonlinearity, complexity. The dynamical paradigm of nature. Proceedings of the international workshop on mathematics and physics of complex and nonlinear systems, Kanpur, India, March 14–26, 2004. Berlin: Springer (ISBN 978-3-540-31756-2/hbk). Studies in Fuzziness and Soft Computing 206, 162-178 (2006).
MSC:  82B03 90B10
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A decomposition for generalized U-statistics of long-memory linear processes. (English) Zbl 1034.60022

Doukhan, Paul (ed.) et al., Theory and applications of long-range dependence. Boston, MA: Birkhäuser (ISBN 0-8176-4168-8/hbk). 143-155 (2003).
MSC:  60F05 60G10
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Some remarks on the almost sure central limit theorem for dependent sequences. (English) Zbl 1026.60035

Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 391-403 (2002).
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Long range dependence of inputs and outputs of some classical queues. (English) Zbl 0983.60047

McDonald, David R. (ed.) et al., Analysis of communication networks: call centres, traffic and performance. Proceedings of the workshop on analysis and simulation of communication networks, Toronto, Ontario, Canada, November 1998. Providence, RI: AMS, American Mathematical Society. Fields Inst. Commun. 28, 179-186 (2000).
Reviewer: V.Schmidt (Ulm)
MSC:  60G55 90B22
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Simulation of multifractional Brownian motion. (English) Zbl 0952.65006

Payne, Roger (ed.) et al., COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24-28, 1998. Heidelberg: Physica-Verlag. 233-238 (1998).
MSC:  65C50 60J65
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On the sample mean of a stationary sequence under long-range dependence and heavy tails. (English) Zbl 0965.62011

Lipitakis, Elias A. (ed.), HERCMA ’98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24-26, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 492-495 (1998).
MSC:  62E20 62G20
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On estimating the intensity of long-range dependence in finite and infinite variance time series. (English) Zbl 0922.62091

Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 177-217 (1998).
MSC:  62M10 62F35
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A class of shot noise models for financial applications. (English) Zbl 0861.60057

Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22–26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 332-353 (1996).
Reviewer: A.Schärf (Mainz)
MSC:  60G55 60E07 62P05
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Moderate deviations for queues with long-range dependent input. (English) Zbl 0856.60037

Glasserman, Paul (ed.) et al., Stochastic networks: stability and rare events. Proceedings of the workshop, Columbia, OH, USA, November 3-4, 1995. New York, NY: Springer. Lect. Notes Stat., Springer-Verlag. 117, 275-298 (1996).
MSC:  60F10 60J65 60K25
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Networks of queues with long-range dependent traffic streams. (English) Zbl 0855.60082

Glasserman, Paul (ed.) et al., Stochastic networks: stability and rare events. Proceedings of the workshop, Columbia, OH, USA, November 3-4, 1995. New York, NY: Springer. Lect. Notes Stat., Springer-Verlag. 117, 237-256 (1996).
MSC:  60K20 60K25
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Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. (English) Zbl 0827.60021

Bolthausen, Erwin (ed.) et al., Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. Basel: Birkhäuser. Prog. Probab. 36, 327-351 (1995).
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Limit theorems for empirical processes under dependence. (English) Zbl 0847.60023

Houdré, Christian (ed.) et al., Chaos expansions, multiple Wiener-Itô integrals and their applications. Papers of the workshop, Guanajuato, Mexico, July 27-31, 1992. Boca Raton, FL: CRC Press. Probability and Stochastics Series. 205-221 (1994).
MSC:  60F15 60H05
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Some robustness problems in statistics. (English) Zbl 0784.62026

Information theory, statistical decision functions, random processes, Trans. 11th Prague Conf., Prague/Czech. 1990, Vol. A, 79-86 (1992).
MSC:  62F35 62A01
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Thoughts on the modelling and identification of random processes and fields subject to possible long-range dependence. (English) Zbl 0761.62128

Probability theory, Proc. Singapore Probab. Conf., Singapore/Singapore 1989, 75-81 (1992).
MSC:  62M40 62M30
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