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pro vyhledávání: '"Zintout, Rola"'
Autor:
Zintout, Rola
La thèse porte sur l'approximation probabiliste dans un contexte fractionnaire, c'est-a-dire dans des modèles reliés d'une manière ou d'une autre au mouvement brownien fractionnaire. Le dénominateur commun de nos résultats est qu'ils proposent
Externí odkaz:
http://www.theses.fr/2015LORR0124/document
The purpose of this paper is to establish the multivariate normal convergence for the average of certain Volterra processes constructed from a fractional Brownian motion with Hurst parameter H>1/2. Some applications to parameter estimation are then d
Externí odkaz:
http://arxiv.org/abs/1502.03369
Autor:
Nourdin, Ivan, Zintout, Rola
We study the asymptotic behaviour of the cross-variation of two-dimensional processes having the form of a Young integral with respect to a fractional Brownian motion of index $H \textgreater{} 1/ 2$. When $H$ is smaller than or equal to $3 / 4$, we
Externí odkaz:
http://arxiv.org/abs/1311.2895
Autor:
Zintout, Rola
Using an approach recently developed by Nourdin and Poly, we improve the rate in an inequality for the total variation distance between two double Wiener-It\^o integrals originally due to Davydov and Martynova. An application to the rate of convergen
Externí odkaz:
http://arxiv.org/abs/1302.1171
Autor:
Nourdin, Ivan, Zintout, Rola
Publikováno v:
Probability and Mathematical Statistics, 36(1). (2016).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2658::2f24ff3fb187951715d2c54f979ef546
http://orbilu.uni.lu/handle/10993/19265
http://orbilu.uni.lu/handle/10993/19265
Autor:
Nourdin, Ivan, Zintout, Rola
We study the asymptotic behaviour of the cross-variation of two-dimensional processes having the form of a Young integral with respect to a fractional Brownian motion of index $H \textgreater{} 1/ 2$. When $H$ is smaller than or equal to $3 / 4$, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b897682db72156fa010a6caaf0701e07
https://hal.archives-ouvertes.fr/hal-00903338v3/document
https://hal.archives-ouvertes.fr/hal-00903338v3/document
Autor:
Zintout, Rola
Publikováno v:
Mathématiques générales [math.GM]. Université de Lorraine, 2015. Français. ⟨NNT : 2015LORR0124⟩
The thesis deals with the probabilistic approximation in a fractional context, which means in models connected in one way or another to the fractional Brownian motion. The common denominator of our results is that they offer general conditions under
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cfabdf392fe6f5ec1ce5d1c0fb58cdae
https://hal.univ-lorraine.fr/tel-01751830
https://hal.univ-lorraine.fr/tel-01751830
Autor:
Zintout, Rola
Publikováno v:
In Statistics and Probability Letters October 2013 83(10):2160-2167
Akademický článek
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Publikováno v:
Statistical Inference for Stochastic Processes; Jul2016, Vol. 19 Issue 2, p219-234, 16p