Asymptotic behavior of functionals of cyclic long-range dependent random fields
Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Klykavka, Boris [verfasserIn] Olenko, Andriy [verfasserIn] Vicendese, Matthew [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2012 |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: Journal of mathematical sciences - New York, NY : Consultants Bureau, 1973, 187(2012), 1 vom: 14. Okt., Seite 35-48 |
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| Übergeordnetes Werk: |
volume:187 ; year:2012 ; number:1 ; day:14 ; month:10 ; pages:35-48 |
| Links: |
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| DOI / URN: |
10.1007/s10958-012-1047-1 |
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| Katalog-ID: |
SPR01504274X |
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| 245 | 1 | 0 | |a Asymptotic behavior of functionals of cyclic long-range dependent random fields |
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| 520 | |a Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. | ||
| 650 | 4 | |a Random fields |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a limit theorems |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a long-range dependence |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a seasonal/cyclic long memory |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a weighted functionals |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Olenko, Andriy |e verfasserin |4 aut | |
| 700 | 1 | |a Vicendese, Matthew |e verfasserin |4 aut | |
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10.1007/s10958-012-1047-1 doi (DE-627)SPR01504274X (SPR)s10958-012-1047-1-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl Klykavka, Boris verfasserin aut Asymptotic behavior of functionals of cyclic long-range dependent random fields 2012 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 Olenko, Andriy verfasserin aut Vicendese, Matthew verfasserin aut Enthalten in Journal of mathematical sciences New York, NY : Consultants Bureau, 1973 187(2012), 1 vom: 14. Okt., Seite 35-48 (DE-627)325570523 (DE-600)2037345-4 1573-8795 nnns volume:187 year:2012 number:1 day:14 month:10 pages:35-48 https://dx.doi.org/10.1007/s10958-012-1047-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE AR 187 2012 1 14 10 35-48 |
| spelling |
10.1007/s10958-012-1047-1 doi (DE-627)SPR01504274X (SPR)s10958-012-1047-1-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl Klykavka, Boris verfasserin aut Asymptotic behavior of functionals of cyclic long-range dependent random fields 2012 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 Olenko, Andriy verfasserin aut Vicendese, Matthew verfasserin aut Enthalten in Journal of mathematical sciences New York, NY : Consultants Bureau, 1973 187(2012), 1 vom: 14. Okt., Seite 35-48 (DE-627)325570523 (DE-600)2037345-4 1573-8795 nnns volume:187 year:2012 number:1 day:14 month:10 pages:35-48 https://dx.doi.org/10.1007/s10958-012-1047-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE AR 187 2012 1 14 10 35-48 |
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10.1007/s10958-012-1047-1 doi (DE-627)SPR01504274X (SPR)s10958-012-1047-1-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl Klykavka, Boris verfasserin aut Asymptotic behavior of functionals of cyclic long-range dependent random fields 2012 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 Olenko, Andriy verfasserin aut Vicendese, Matthew verfasserin aut Enthalten in Journal of mathematical sciences New York, NY : Consultants Bureau, 1973 187(2012), 1 vom: 14. Okt., Seite 35-48 (DE-627)325570523 (DE-600)2037345-4 1573-8795 nnns volume:187 year:2012 number:1 day:14 month:10 pages:35-48 https://dx.doi.org/10.1007/s10958-012-1047-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE AR 187 2012 1 14 10 35-48 |
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10.1007/s10958-012-1047-1 doi (DE-627)SPR01504274X (SPR)s10958-012-1047-1-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl Klykavka, Boris verfasserin aut Asymptotic behavior of functionals of cyclic long-range dependent random fields 2012 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 Olenko, Andriy verfasserin aut Vicendese, Matthew verfasserin aut Enthalten in Journal of mathematical sciences New York, NY : Consultants Bureau, 1973 187(2012), 1 vom: 14. Okt., Seite 35-48 (DE-627)325570523 (DE-600)2037345-4 1573-8795 nnns volume:187 year:2012 number:1 day:14 month:10 pages:35-48 https://dx.doi.org/10.1007/s10958-012-1047-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE AR 187 2012 1 14 10 35-48 |
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10.1007/s10958-012-1047-1 doi (DE-627)SPR01504274X (SPR)s10958-012-1047-1-e DE-627 ger DE-627 rakwb eng 510 ASE 31.00 bkl Klykavka, Boris verfasserin aut Asymptotic behavior of functionals of cyclic long-range dependent random fields 2012 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 Olenko, Andriy verfasserin aut Vicendese, Matthew verfasserin aut Enthalten in Journal of mathematical sciences New York, NY : Consultants Bureau, 1973 187(2012), 1 vom: 14. Okt., Seite 35-48 (DE-627)325570523 (DE-600)2037345-4 1573-8795 nnns volume:187 year:2012 number:1 day:14 month:10 pages:35-48 https://dx.doi.org/10.1007/s10958-012-1047-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER SSG-OPC-MAT SSG-OPC-ASE GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 31.00 ASE AR 187 2012 1 14 10 35-48 |
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Klykavka, Boris @@aut@@ Olenko, Andriy @@aut@@ Vicendese, Matthew @@aut@@ |
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Klykavka, Boris |
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Klykavka, Boris ddc 510 bkl 31.00 misc Random fields misc limit theorems misc long-range dependence misc seasonal/cyclic long memory misc weighted functionals Asymptotic behavior of functionals of cyclic long-range dependent random fields |
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510 ASE 31.00 bkl Asymptotic behavior of functionals of cyclic long-range dependent random fields Random fields (dpeaa)DE-He213 limit theorems (dpeaa)DE-He213 long-range dependence (dpeaa)DE-He213 seasonal/cyclic long memory (dpeaa)DE-He213 weighted functionals (dpeaa)DE-He213 |
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ddc 510 bkl 31.00 misc Random fields misc limit theorems misc long-range dependence misc seasonal/cyclic long memory misc weighted functionals |
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ddc 510 bkl 31.00 misc Random fields misc limit theorems misc long-range dependence misc seasonal/cyclic long memory misc weighted functionals |
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ddc 510 bkl 31.00 misc Random fields misc limit theorems misc long-range dependence misc seasonal/cyclic long memory misc weighted functionals |
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Elektronische Aufsätze Aufsätze Elektronische Ressource |
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Asymptotic behavior of functionals of cyclic long-range dependent random fields |
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Asymptotic behavior of functionals of cyclic long-range dependent random fields |
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Klykavka, Boris Olenko, Andriy Vicendese, Matthew |
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asymptotic behavior of functionals of cyclic long-range dependent random fields |
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Asymptotic behavior of functionals of cyclic long-range dependent random fields |
| abstract |
Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. |
| abstractGer |
Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. |
| abstract_unstemmed |
Abstract Long-range dependent random fields with spectral densities, which are unbounded at some frequencies, are investigated. We demonstrate new examples of covariance functions, which do not exhibit a regular varying asymptotic behavior at infinity. However, the variances of averaged functionals of these fields are regularly varying. The limit theorems for weighted functionals of cyclic long-range dependent fields are obtained. The order of normalizing constants and relations between the weight functions and singularities in non-degenerative asymptotics are discussed. |
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| title_short |
Asymptotic behavior of functionals of cyclic long-range dependent random fields |
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https://dx.doi.org/10.1007/s10958-012-1047-1 |
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| author2 |
Olenko, Andriy Vicendese, Matthew |
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| doi_str |
10.1007/s10958-012-1047-1 |
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2024-07-03T13:34:45.586Z |
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