Hostname: page-component-586b7cd67f-t7fkt Total loading time: 0 Render date: 2024-11-22T16:30:42.445Z Has data issue: false hasContentIssue false
  • English
  • Français

THEORY AND STATISTICS OF LONG-RANGE DEPENDENT RANDOM PROCESSES

Part of: Multivariate analysis Stochastic processes Limit theorems

Published online by Cambridge University Press:  08 January 2020

VOLODYMYR VASKOVYCH Open the ORCID record for VOLODYMYR VASKOVYCH [Opens in a new window]
VOLODYMYR VASKOVYCH*
Affiliation:
Department of Mathematics and Statistics, La Trobe University, Melbourne3086, Victoria, Australia email [email protected]
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Keywords

noncentral limit theoremrate of convergencerandom fieldspatial regressionHermite-type distribution

MSC classification

Primary: 60G60: Random fields
Secondary: 60F05: Central limit and other weak theorems 62H11: Directional data; spatial statistics
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 101 , Issue 2 , April 2020 , pp. 339 - 341
Copyright
© 2020 Australian Mathematical Publishing Association Inc.

Footnotes

Thesis submitted to La Trobe University in April 2019; degree approved on 31 July 2019; principal supervisor Andriy Olenko, co-supervisor Luke Prendergast.

References

Anh, V., Leonenko, N. and Olenko, A., ‘On the rate of convergence to Rosenblatt-type distribution’, J. Math. Anal. Appl. 425(1) (2015), 111–132.CrossRefGoogle Scholar
Anh, V., Leonenko, N., Olenko, A. and Vaskovych, V., ‘On rate of convergence in non-central limit theorems’, Bernoulli 25(4A) (2019), 2920–2948.CrossRefGoogle Scholar
Anh, V., Olenko, A. and Vaskovych, V., ‘Non-central limit theorems and convergence rates’, Theory Probab. Math. Statist. 95 (2017), 3–15.CrossRefGoogle Scholar
Anh, V., Olenko, A. and Vaskovych, V., ‘On LSE in regression model for long-range dependent random fields on spheres’, Statistics 53(5) (2019), 1–21.CrossRefGoogle Scholar
Olenko, A. and Vaskovych, V., ‘Non-central limit theorems for functionals of random fields on hypersurfaces’, Preprint, 2018, arXiv:1810.09285.Google Scholar