G. Kerchev

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20112021

most citedFractal dimensions of the Rosenblatt process

1 citations · 1 across the 3 of their papers we have counts for

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math.PR2021★ 1 cited

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…

math.ST2021

Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

Soukaina Douissi, Khalifa Es-Sebaiy, George Kerchev +1

Let $Z := {Z_{t}, t \geq 0}$ be a stationary Gaussian process. We study two estimators of $E [Z_{0}^{2}]$ , namely $f_{T} (Z) := \frac{1}{T} \int_{0}^{T} Z_{t}^{2} d t$ , and $\wi…