Found 13 Documents (Results 1–13)
Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram. (English) Zbl 0982.62073
Sampling from a stationary process and detecting a change in the mean of a stationary distribution. (English) Zbl 0959.62072
Panel data, local cuts and orthogeodesic models. (English) Zbl 0983.62003
MSC:
62A01
Weak approximation of the Brownian sheet from a Poisson process in the plane. (English) Zbl 0965.60064
Reviewer: Liliana Popa (Iaşi)
MSC:
60J60
Weak dimension-free concentration of measure. (English) Zbl 0965.60007
Reviewer: Aurel Spătaru (Bucureşti)
An extension of P. Lévy’s distributional properties to the case of a Brownian motion with drift. (English) Zbl 0965.60077
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion. (English) Zbl 0963.60032
Reviewer: Valentin Topchii (Omsk)
Signed Poisson approximation: A possible alternative to normal and Poisson laws. (English) Zbl 0976.60035
Reviewer: Ludger Rüschendorf (Freiburg i.Br.)
MSC:
60E99
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