Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue2.2000:
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In Section 3, we apply this result to general linear functionals of the periodogram and in Section 4, we state a functional central limit theorem for the empirical spectral
We study the asymptotic behaviour of non-linear functionals of regularizations by convolution of this process and apply these results to the estimation of the variance of
We study a discrete time Markov process with particles being able to perform discrete time random walks and create new particles, known as branching random walk (BRW).. We suppose
random variables n ; n are in the domain of attraction of an -stable random variable, the limit is the complex harmonizable fractional stable motion (Pipiras and Taqqu, 2000c),
remark that the spectrum for “thick points” of the occupation measure was found in Shieh and Taylor (1998) for the stable case and in Marsalle (1999) for a general subordinator..
tion we study extremes of R n -valued Gaussian processes with strongly dependent component processes, and of totally skewed moving averages of -stable motions.. Further we prove
In conclusion, since all the numerical results obtained by the above methods show reasonably good agreement with the exact one for modest values of v , and also exhibit the
We will demonstrate that the maximum ODE-stable set is characterized by the combination of the following three conditions: (1) the autoregressive coefficient matrix in the
