On stationarity properties of generalized Hermite-type processes
| Autor: | Illia Donhauzer, Andriy Olenko |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Random field Hermite polynomials Geometric probability Probability (math.PR) 010102 general mathematics Type (model theory) 01 natural sciences 60G60 60F17 010104 statistics & probability Modeling and Simulation FOS: Mathematics Applied mathematics Limit (mathematics) 0101 mathematics Mathematics - Probability Mathematics |
| Zdroj: | Stochastics. 93:1107-1121 |
| ISSN: | 1744-2516 1744-2508 |
| DOI: | 10.1080/17442508.2020.1844709 |
| Popis: | 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 case of increasing multidimensional domain asymptotics is studied. Three approaches to investigate properties of these processes are discussed. Contrary to the classical one-dimensional case, it is shown that for any choice of a multidimensional observation window the generalized Hermite-type process has non-stationary increments. 15 pages, 2 figures |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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