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Asymptotic expansions for SDE’s with small multiplicative noise

Albeverio, Sergio; Smii, Boubaker - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 1009-1031

Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.

Persistent link: https://www.econbiz.de/10011194122

U-processes, U-quantile processes and generalized linear statistics of dependent data

Wendler, Martin - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 787-807

which are strongly mixing or L1 near epoch dependent on an absolutely regular process. For this purpose, we prove an almost …

Persistent link: https://www.econbiz.de/10010875083

On asymptotics for Vaserstein coupling of Markov chains

Butkovsky, O.A.; Veretennikov, A. Yu. - In: Stochastic Processes and their Applications 123 (2013) 9, pp. 3518-3541

applications including mixing properties are also discussed. …

Persistent link: https://www.econbiz.de/10011065060

Strong approximations for nonconventional sums and almost sure limit theorems

Kifer, Yuri - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2286-2302

]F(X(n),X(2n),…,X(ℓn)) (normalized by 1/N) where X(n),n≥0’s is a sufficiently fast mixing vector process with some moment …

Persistent link: https://www.econbiz.de/10011065079

Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series

Panaretos, Victor M.; Tavakoli, Shahin - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2779-2807

assumptions such as linearity or Gaussianity of the functional time series, but rather hinges on Brillinger-type mixing conditions …

Persistent link: https://www.econbiz.de/10010666236