2 papers
math.PR2018
Conditions for the finiteness of the moments of the volume of level sets
Diego Armentano, Jean-Marc Azais, David Ginsbourger +1
Let X(t) be a Gaussian random field R d R. Using the notion of (d -- 1)-integral geometric measures, we establish a relation between (a) the volume of the level set (…
math.ST2007
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Jean-Marc Bardet, Paul Doukhan, José Rafael León
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a law of large numbers and a central limit theorem. These results are…