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- Centre National de la Recherche ScientifiqueFR262 papers
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Showing 2016 · math.PRShow all
3 papers · 2 filters
math.PR2016★ 11 cited
Operator self-similar processes and functional central limit theorems
Vaidotas Characiejus, Alfredas Račkauskas
Let be a linear process with values in the separable Hilbert space given by for each , where …
math.PR2016
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
Kestutis Kubilius, Viktor Skorniakov
We propose some class of statistics suitable for estimation of the Hurst index of the fractional Brownian motion based on the second order increments of an observed discrete trajec…
math.PR2016★ 10 cited
Randomly stopped sums with consistently varying distributions
Edita Kizinevič, Jonas Sprindys, Jonas Šiaulys
Let be a sequence of independent random variables, and be a counting random variable independent of this sequence. We consider conditions for $\{ξ_1,ξ_2,\l…