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Fractal dimensions of the Rosenblatt process
Lara Daw, George Kerchev
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macr…
Local times and sample path properties of the Rosenblatt process
George Kerchev, Ivan Nourdin, Eero Saksman +1
Let be the Rosenblatt process with Hurst index . We prove joint continuity for the local time of , and establish Hölder conditions for the…
Normal approximation for functions of hidden Markov models
Christian Houdré, George Kerchev
The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent ra…
On the rate of convergence for the length of the longest common subsequences in hidden Markov models
Christian Houdré, George Kerchev
Let be the output process generated by a hidden chain , where is a finite state, aperiodic, time homogeneous, and irreduc…