activity
20122019
most citedRepresentation of self-similar Gaussian processes

3 citations · 4 across the 5 of their papers we have counts for

collaborators

5 papers

stat.AP2019

Sequential Spatial Point Process Models for Spatio-Temporal Point Processes: A Self-Interactive Model with Application to Forest Tree Data

Adil Yazigi, Antti Penttinen, Anna-Kaisa Ylitalo +3

We model the spatial dynamics of a forest stand by using a special class of spatio-temporal point processes, the sequential spatial point process, where the spatial dimension is pa…

math.PR2016★ 1 cited

On the conditional small ball property of multivariate Lévy-driven moving average processes

Mikko S. Pakkanen, Tommi Sottinen, Adil Yazigi

We study whether a multivariate Lévy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive…

math.PR2014

Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari +1

The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient…

math.PR2014★ 3 cited

Representation of self-similar Gaussian processes

Adil Yazigi

We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where th…

math.PR2012

Generalized Gaussian Bridges

Tommi Sottinen, Adil Yazigi

A generalized bridge is the law of a stochastic process that is conditioned on N linear functionals of its path. We consider two types of representations of such bridges: orthogona…