Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence-Reference-Cited by-同舟云学术

Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence

Published:2021-05-04 Issue:1 Volume:94 Page:111-142
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Makogin Vitalii¹^ORCID,Spodarev Evgeny¹

Affiliation:

1. Institut für Stochastik, Universität Ulm, 89069 Ulm, Germany

Funder

DFG

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2021.1914620

Reference58 articles.

1. R.J. Adler, J.E. Taylor, K.J. Worsley, and K. Worsley, Applications of Random Fields and Geometry: Foundations and Case Studies. In preparation, available on R. Adler's home. Citeseer, 2007.

2. Limit theorems for filtered long-range dependent random fields

3. Realized Volatility

4. On rate of convergence in non-central limit theorems

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