Results 1 to 10 of about 1,634 (85)
Geoestadística aplicada a series de tiempo autorregresivas: un estudio de simulación
Revista Integración, 2017 La geoestadística puede usarse como método de predicción de datos faltantes en series temporales. El procedimiento se basa en el estudio de la estructura de autocorrelación temporal de la serie de tiempo por medio de la función de variograma, que es ...
Ramón Giraldo +2 more
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Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
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On the finiteness of the moments of the measure of level sets of random fields [PDF]
Brazilian Journal of Probability and Statistics, 2019 General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of these level sets
Jean-marc Azais +4 more
semanticscholar +1 more source
On initial value problem for elliptic equation on the plane under Caputo derivative
Demonstratio Mathematica, 2023 In this article, we are interested to study the elliptic equation under the Caputo derivative. We obtain several regularity results for the mild solution based on various assumptions of the input data.
Binh Tran Thanh +2 more
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Beltrami fields exhibit knots and chaos almost surely
Forum of Mathematics, Sigma, 2023 In this paper, we show that, with probability $1$ , a random Beltrami field exhibits chaotic regions that coexist with invariant tori of complicated topologies. The motivation to consider this question, which arises in the study of stationary Euler
Alberto Enciso +2 more
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Level crossings and other level functionals of stationary Gaussian processes [PDF]
, 2006 This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some exten- sions. The main results ((factorial) moments, representation into the Wiener Chaos, asymptotic results, rate of ...
M. Kratz
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Strong limit of processes constructed from a renewal process
Open Mathematics, 2023 We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally, we compute the rate of convergence in a particular case.
Bardina Xavier, Rovira Carles
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Energy of taut strings accompanying random walk
Probability and Mathematical Statistics, 2020 We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band ...
M. Lifshits, A. Siuniaev
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Exact confidence intervals for the Hurst parameter of a fractional Brownian motion [PDF]
, 2009 In this short note, we show how to use concentration inequal- ities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
J. Breton, I. Nourdin, G. Peccati
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Higher-order expansions for distributions of extremes from general error distribution
Journal of Inequalities and Applications, 2014 In this short note, with optimal normalizing constants, the higher-order expansion for a distribution of normalized partial maximum from the general error distribution is derived, by which one deduces the associate convergence rate of the distribution of
Pu Jia, Tingting Li
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