44 citations · 255 across the 35 of their papers we have counts for
4 papers · 1 filter
Limit theorems for filtered long-range dependent random fields
Tareq Alodat, Nikolai Leonenko, Andriy Olenko
This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernel…
Non-central limit theorems for functionals of random fields on hypersurfaces
Andriy Olenko, Volodymyr Vaskovych
This paper derives non-central asymptotic results for non-linear integral functionals of homogeneous isotropic Gaussian random fields defined on hypersurfaces in . We…
Estimation of seasonal long-memory parameters
Huda Mohammed Alomari, Antoine Ayache, Myriam Fradon +1
This paper studies seasonal long-memory processes with Gegenbauer-type spectral densities. Estimates for singularity location and long-memory parameters based on general filter tra…
Reduction principle for functionals of vector random fields
Andriy Olenko, Dareen Omari
We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent beh…