75 citations · 236 across the 75 of their papers we have counts for
5 papers · 1 filter
Least square estimators in linear regression models under negatively superadditive dependent random observations
Karine Bertin, Soledad Torres, Lauri Viitasaari
In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on t…
Integrated shape-sensitive functional metrics
Sami Helander, Petra Laketa, Pauliina Ilmonen +3
This paper develops a new integrated ball (pseudo)metric which provides an intermediary between a chosen starting (pseudo)metric d and the L_p distance in general function spaces.…
Sobolev regularity of occupation measures and paths, variability and compositions
Michael Hinz, Jonas M. Tölle, Lauri Viitasaari
We prove a result on the fractional Sobolev regularity of composition of paths of low fractional Sobolev regularity with functions of bounded variation. The result relies on the no…
Remarks on existence and uniqueness of the solution for stochastic partial differential equations
Benny Avelin, Lauri Viitasaari
In this article we consider existence and uniqueness of the solutions to a large class of stochastic partial differential of form , dri…
Long-range dependent completely correlated mixed fractional Brownian motion
Josephine Dufitinema, Foad Shokrollahi, Tommi Sottinen +1
In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motio…