output
20042026
most citedAnalysis of the Rosenblatt process

222 citations

researchers with a paper here
collaborating institutions
Showing 2007Show all

7 papers · 1 filter

math.PR2007★ 2 cited

Weakly dependent chains with infinite memory

Paul Doukhan, Olivier Wintenberger

We prove the existence of a weakly dependent strictly stationary solution of the equation called {\em chain with infinite memory}. Here th…

math.ST2007

Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes

Jean-Marc Bardet, Olivier Wintenberger

Strong consistency and asymptotic normality of the Quasi-Maximum Likelihood Estimator (QMLE) are given for a general class of multidimensional causal processes. For particular case…

math.PR2007★ 15 cited

Central and non-central limit theorems for weighted power variations of fractional Brownian motion

Ivan Nourdin, David Nualart, Ciprian Tudor

In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order q>=2 of the fractional Brownian motion with Hurst parameter…

math.PR2007★ 59 cited

Rate of Convergence of Space Time Approximations for stochastic evolution equations

Istvan Gyöngy, Annie Millet

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some reg…

math.PR2007★ 53 cited

The Stochastic Heat Equation with a Fractional-Colored Noise: Existence of the Solution

Raluca Balan, Ciprian Tudor

In this article we consider the stochastic heat equation in $(0,T) \times \bR^d$, with vanishing initial conditions, driven by a Gaussian noise which is…

math.PR2007

Multidimensional bifractional Brownian motion: Ito and Tanaka formulas

Ciprian Tudor, Khalifa Es-Sebaiy

Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive Itô's and Tanaka's formulas for the -dimensional bifractional Bro…