Modeling and Simulation of Spatial Extremes Based on Max-Infinitely Divisible and Related Processes

Autor: Zhong, Peng

The statistical modeling of extreme natural hazards is becoming increasingly important due to climate change, whose effects have been increasingly visible throughout the last decades. It is thus crucial to understand the dependence structure of rare,

Externí odkaz: http://hdl.handle.net/10754/676482

On second order elliptic stochastic partial differential equations and almost periodically stationary processes

Autor: Mohamed, Farid

This thesis covers various topics in the field of probability theory and stochastic processes and consists of three parts. In the first part, we are interested in second order elliptic stochastic partial differential equations driven by L\'evy white

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22e6a2881cdb366f9ffa3268cd1115c7

The Likelihood Ratio Detector for Non-Gaussian Infinitely Divisible, and Linear Stochastic Processes

Autor: Brockett, Patrick L.

Publikováno v: The Annals of Statistics, 1984 Jun 01. 12(2), 737-744.

Externí odkaz: https://www.jstor.org/stable/2241407

A Berry-Esse\'en theorem for partial sums of functionals of heavy-tailed moving averages

Autor: Mark Podolskij, Andreas Basse-O'Connor, Christoph Thäle

Publikováno v: Basse-O'Connor, A, Podolskij, M & Thäle, C 2020, ' A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages ', Electronic Journal of Probability, vol. 25, 31, pp. 1-31 . https://doi.org/10.1214/20-EJP435
Electron. J. Probab.

In this paper we obtain Berry–Esseén bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein–Uhlenbeck processes. Our rates are ob

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::605e5a49b5b08a19dc40c3d526ae4a42
http://arxiv.org/abs/1904.06065

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