On some local asymptotic properties of sequences with a random index

DOI10.1134/S1063454120030115zbMath1458.60055OpenAlexW3088858027MaRDI QIDQ2227906

B. A. Baev, O. V. Rusakov, Yu. V. Yakubovich

Publication date: 16 February 2021

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1063454120030115

zbMATH Keywords

fractional Brownian motionmodulus of continuitytelegraph processfractional Ornstein-Uhlenbeck processrandom intensitypseudo-Poisson process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums

Cites Work

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• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
• Semi-Stable Stochastic Processes

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