Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models

Generalized sub-Gaussian fractional Brownian motion queueing model

Схоже за: Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model

Схоже за: Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

Extreme residuals in regression model. Minimax approach

Схоже за: Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

Detection of hidden periodicities in models with discrete time and long range dependent random noise

Схоже за: Analysis of environmental and stochastic processes · Financial Risk and Volatility Modeling

On Distributional Properties of Perpetuities

Схоже за: Financial Risk and Volatility Modeling · Probability and Risk Models

Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)

Схоже за: Financial Risk and Volatility Modeling · Probability and Risk Models