8 citations · 24 across the 14 of their papers we have counts for
3 papers · 1 filter
Boundary non-crossing probabilities for fractional Brownian motion with trend
Enkelejd Hashorva, Yuliya Mishura, Oleg Seleznjev
In this paper we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non…
Estimation of quadratic density functionals under m-dependence
David Källberg, Oleg Seleznjev
In this paper, we study estimation of certain integral functionals of one or two densities with samples from stationary m-dependent sequences. We consider two types of U-statistic…
Statistical estimation of quadratic Rényi entropy for a stationary m-dependent sequence
David Källberg, Nikolaj Leonenko, Oleg Seleznjev
The Rényi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability dis…