44 citations · 62 across the 14 of their papers we have counts for
5 papers · 1 filter
Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Antoine Ayache, Myriam Fradon, Ravindi Nanayakkara +1
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered metho…
Strong Law of Large Numbers for Functionals of Random Fields With Unboundedly Increasing Covariances
Illia Donhauzer, Andriy Olenko, Andrei Volodin
The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domai…
Reduction principle for functionals of strong-weak dependent vector random fields
Andriy Olenko, Dareen Omari
We prove the reduction principle for asymptotics of functionals of vector random fields with weakly and strongly dependent components. These functionals can be used to construct ne…
On stationarity properties of generalized Hermite-type processes
Illia Donhauzer, Andriy Olenko
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The…
Analysis of Spherical Monofractal and Multifractal Random Fields
Nikolai Leonenko, Ravindi Nanayakkara, Andriy Olenko
The Rényi function plays an important role in the analysis of multifractal random fields. For random fields on the sphere, there are three models in the literature where the Rényi…