34 citations · 34 across the 2 of their papers we have counts for
2 papers
math.PR2022
Weak convergence to derivatives of fractional Brownian motion
Søren Johansen, Morten Ørregaard Nielsen
It is well known that, under suitable regularity conditions, the normalized fractional process with fractional parameter converges weakly to fractional Brownian motion for $d>1…
math.ST2016★ 34 cited
Analysis of the Forward Search using some new results for martingales and empirical processes
Søren Johansen, Bent Nielsen
The Forward Search is an iterative algorithm for avoiding outliers in a regression analysis suggested by Hadi and Simonoff (J. Amer. Statist. Assoc. 88 (1993) 1264-1272), see also…