Found 187 Documents (Results 1–100)
Log determinant of large correlation matrices under infinite fourth moment. (English. French summary) Zbl 07904825
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process. (English) Zbl 07880494
Functional Gaussian approximations on Hilbert-Poisson spaces. (English) Zbl 1543.60040
Reviewer: Fraser Daly (Edinburgh)
The null boundary controllability for a fourth-order parabolic equation with Samarskii-Lonkin-type boundary conditions. (English) Zbl 1534.93045
Reviewer: Michela Egidi (Rostock)
A fourth-moment phenomenon for asymptotic normality of monochromatic subgraphs. (English) Zbl 1526.05046
The fourth moment of Dirichlet \(L\)-functions at the central value. (English) Zbl 1534.11107
Reviewer: Giovanni Coppola (Napoli)
The relationship between shape parameters and kurtosis in some relevant models. (English) Zbl 07745478
MSC:
62-XX
The fourth moment of Dirichlet \(L\)-functions along the critical line. (English) Zbl 07739179
Reviewer: Sami Omar (Sukhair)
MSC:
11M06
Fourth order tensors and covariance tensors. (English) Zbl 1521.15023
Reviewer: Mohammed El Aïdi (Bogotá)
High-dimensional central limit theorems for homogeneous sums. (English) Zbl 1514.60036
Reviewer: Fraser Daly (Edinburgh)
Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English) Zbl 1524.62419
Normal approximation and fourth moment theorems for monochromatic triangles. (English) Zbl 1526.05045
Multivariate normal approximation on the Wiener space: new bounds in the convex distance. (English) Zbl 1497.60027
Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems. (English) Zbl 1492.60049
Reviewer: Fraser Daly (Edinburgh)
Motohashi’s formula for the fourth moment of individual Dirichlet \(L\)-functions and applications. (English) Zbl 1496.11114
Reviewer: Stelian Mihalas (Timişoara)
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. (English) Zbl 1495.60025
Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems. (English) Zbl 1485.60023
Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise. (English) Zbl 1513.60099
Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes with the Hurst parameter \(H \in (0, \frac{1}{2})\). (English) Zbl 1533.62060
A novel fourth-order \(L\)-moment reliability method for \(L\)-correlated variables. (English) Zbl 1481.62081
Non-equilibrium fluctuations of the weakly asymmetric normalized binary contact path process. (English) Zbl 1469.60351
Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties. (English) Zbl 1474.34396
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise. (English) Zbl 1461.62139
A quadratic divisor problem and moments of the Riemann zeta-function. (English) Zbl 1471.11231
Reviewer: Stelian Mihalas (Timişoara)
Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes. (English) Zbl 1472.60090
Malliavin calculus and normal approximations. (English) Zbl 1464.60055
Malliavin calculus and normal approximations and Spatial population models. Lecture notes of two minicourses based on the presentations at the 23rd Brazilian school of probability, XXIII EBP, São Paulo, Brazil, July 22–27, 2019. Rio de Janeiro: Sociedade Brasileira de Matemática. Ensaios Mat. 34, 1-74 (2019).
Reviewer: Jean Picard (Aubière)
Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English) Zbl 1429.60054
A central limit theorem for the realised covariation of a bivariate Brownian semistationary process. (English) Zbl 1466.60166
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. (English) Zbl 1419.62211
Reviewer: Claudia Simionescu-Badea (Wien)
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data. (English) Zbl 1451.60053
On the fourth moment condition for Rademacher chaos. (English. French summary) Zbl 1415.60027
Fourth moment theorems on the Poisson space: analytic statements via product formulae. (English) Zbl 1406.60037
An Edgeworth expansion for functionals of Gaussian fields and its applications. (English) Zbl 1417.60039
An algorithm for finding projections with extreme kurtosis. (English) Zbl 1402.62104
Perna, Cira (ed.) et al., Studies in theoretical and applied statistics. SIS 2016, Salerno, Italy, June 8–10, 2016. Cham: Springer (ISBN 978-3-319-73905-2/hbk; 978-3-319-73906-9/ebook). Springer Proceedings in Mathematics & Statistics 227, 61-70 (2018).
Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance. (English) Zbl 1406.62095
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices. (English) Zbl 1388.60027
Central limit theorem for functionals of a generalized self-similar Gaussian process. (English) Zbl 1380.60034
Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions. (English) Zbl 1429.60007
Arithmetic variance swaps. (English) Zbl 1402.91798
MSC:
91G20
New results on the fourth moment exponentially stable for a class of stochastic nonlinear systems and its application. (English) Zbl 1384.93124
Universality in marginally relevant disordered systems. (English) Zbl 1387.82032
Reviewer: Utkir A. Rozikov (Tashkent)
Parameter estimation of complex fractional Ornstein-Uhlenbeck processes with fractional noise. (English) Zbl 1375.60098
Fourth moments and products: unified estimates. (English) Zbl 1378.60094
Carlen, Eric (ed.) et al., Convexity and concentration. New York, NY: Springer (ISBN 978-1-4939-7004-9/hbk; 978-1-4939-7005-6/ebook). The IMA Volumes in Mathematics and its Applications 161, 285-295 (2017).
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle. (English) Zbl 1356.60038
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. (English) Zbl 1356.60036
Classical and free fourth moment theorems: universality and thresholds. (English) Zbl 1356.60037
Reviewer: Nikolai N. Leonenko (Cardiff)
Fisher information and the fourth moment theorem. (English. French summary) Zbl 1342.60083
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. (English) Zbl 1339.60095
Generalization of the Nualart-Peccati criterion. (English) Zbl 1342.60026
Reviewer: Fraser Daly (Edinburgh)
Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem. (English) Zbl 1334.60032
Asymptotic spectral distributions of distance-\(k\) graphs of star product graphs. (English) Zbl 1498.60039
Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 47-58 (2015).
Stein’s method, Malliavin calculus, Dirichlet forms and the fourth moment theorem. (English) Zbl 1343.60012
Chen, Zhen-Qing (ed.) et al., Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju. Hackensack, NJ: World Scientific (ISBN 978-981-4596-52-7/hbk; 978-981-4596-54-1/ebook). Interdisciplinary Mathematical Sciences 17, 107-130 (2015).
Reviewer: Peter Parczewski (Mannheim)
The optimal fourth moment theorem. (English) Zbl 1317.60021
Reviewer: Peter Parczewski (Mannheim)
Right and left kurtosis measures: large sample estimation and an application to financial returns. (English) Zbl 07847430
MSC:
62-XX
Kurtosis as peakedness, 1905–2014. R.I.P.. (English) Zbl 07653656
MSC:
62-XX
Convergence of the fourth moment and infinite divisibility: quantitative estimates. (English) Zbl 1317.46046
Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle. (English) Zbl 1308.46071
Fourth moment of the Riemann zeta-function with a shift along the real line. (English) Zbl 1296.11111
Reviewer: Mehmet Cenkci (Antalya)
MSC:
11M06
Multi-dimensional semicircular limits on the free Wigner chaos. (English) Zbl 1295.46046
Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VII. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 23–27, 2011. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0544-5/hbk; 978-3-0348-0545-2/ebook). Progress in Probability 67, 211-221 (2013).
Reviewer: Isamu Dôku (Saitama)
Lectures on Gaussian approximations with Malliavin calculus. (English) Zbl 1291.60048
Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 3-89 (2013).
Reviewer: Jan Gairing (Berlin)
On the fourth moment of the Epstein zeta functions and the related divisor problem. (English) Zbl 1355.11027
A mean value result for the fourth moment of \(| \zeta(\tfrac 12 + it)|\). II. (English) Zbl 1274.11129
MSC:
11M06
Shifted fourth moment of the Riemann zeta-function. (English) Zbl 1274.11135
Reviewer: D. R. Heath-Brown (Oxford)
Chaos of a Markov operator and the fourth moment condition. (English) Zbl 1266.60042
Reviewer: Marius Iosifescu (Bucureşti)
Some inequalities between measures of multivariate kurtosis, with application to financial returns. (English) Zbl 1238.91149
Perna, Cira (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the MAF2010 conference, Ravello, Italy, April 7–9, 2010. Milano: Springer (ISBN 978-88-470-2341-3/hbk). 211-218 (2012).
A priori analysis of a closure model using the reconstruction of the orientation distribution function in flow of fiber suspensions. (English) Zbl 1381.76376
On the fourth power moment of the function \(\zeta _{\lambda }(s)\). II. (English) Zbl 1248.11064
Reviewer: Olaf Ninnemann (Berlin)
MSC:
11M41
On the fourth moment of the Riemann zeta function. (English) Zbl 1245.11093
Reviewer: Aleksandar Ivić (Beograd)
MSC:
11M06
The fourth moment of Dirichlet \(L\)-functions. (English) Zbl 1296.11112
Reviewer: D. R. Heath-Brown (Oxford)
Spectral analysis of the fourth moment matrix. (English) Zbl 1222.15015
Reviewer: C. M. da Fonseca (Coimbra)
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