P. Albin

most citedOn Sampling of stationary increment processes

5 citations · 7 across the 2 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2015★ 2 cited

Extremes and Limit Theorems for Difference of Chi-type processes

P. Albin, E. Hashorva, L. Ji +1

Let ${ζ_{m, k}^{(κ)} (t), t \geq 0}, κ > 0$ be random processes defined as the differences of two independent stationary chi-type processes with $m$ and $k$ degrees of freedom. In appl…

math.PR2005★ 5 cited

On Sampling of stationary increment processes

J. M. P. Albin

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(ε)^{-1} at which a stochastic process with stationary increments ξshould be sa…