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THEORY AND STATISTICS OF LONG-RANGE DEPENDENT RANDOM PROCESSES

Part of: Limit theorems Stochastic processes Multivariate analysis

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]
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Abstract

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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