[图书][B] Modern directional statistics

C Ley, T Verdebout - 2017 - taylorfrancis.com
Modern Directional Statistics collects important advances in methodology and theory for
directional statistics over the last two decades. It provides a detailed overview and analysis …

[图书][B] Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

G Peccati, M Reitzner - 2016 - books.google.com
Stochastic geometry is the branch of mathematics that studies geometric structures
associated with random configurations, such as random graphs, tilings and mosaics. Due to …

Random Lipschitz–Killing curvatures: Reduction Principles, Integration by Parts and Wiener chaos

A Vidotto - Theory of Probability and Mathematical Statistics, 2022 - ams.org
In this survey we collect some recent results regarding the Lipschitz–Killing curvatures
(LKCs) of the excursion sets of random eigenfunctions on the two-dimensional standard flat …

Moderate deviations on Poisson chaos

M Schulte, C Thaele - arXiv preprint arXiv:2304.00876, 2023 - arxiv.org
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^ o integrals
on the Poisson space. Via sharp bounds on the cumulants for both classes of random …

A Berry–Esseén theorem for partial sums of functionals of heavy-tailed moving averages

A Basse-O'Connor, M Podolskij, C Thäle - 2020 - projecteuclid.org
In this paper we obtain Berry–Esseén bounds on partial sums of functionals of heavy-tailed
moving averages, including the linear fractional stable noise, stable fractional ARIMA …

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson -statistics

R Adamczak, D Kutek - arXiv preprint arXiv:2408.04090, 2024 - arxiv.org
We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space
and for Poisson $ U $-statistics. We use them to demonstrate the Law of the Iterated …

LASSO estimation for spherical autoregressive processes

A Caponera, C Durastanti, A Vidotto - Stochastic Processes and their …, 2021 - Elsevier
The purpose of the present paper is to investigate a class of spherical functional
autoregressive processes in order to introduce and study LASSO (Least Absolute Shrinkage …

Vector-valued semicircular limits on the free Poisson chaos

S Bourguin - 2016 - projecteuclid.org
In this note, we prove a multidimensional counterpart of the central limit theorem on the free
Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of …

On high-frequency limits of -statistics in Besov spaces over compact manifolds

S Bourguin, C Durastanti - Illinois Journal of Mathematics, 2017 - projecteuclid.org
In this paper, quantitative bounds in high-frequency central limit theorems are derived for
Poisson based $ U $-statistics of arbitrary degree built by means of wavelet coefficients over …

On normal approximations for the two-sample problem on multidimensional tori

S Bourguin, C Durastanti - Journal of Statistical Planning and Inference, 2018 - Elsevier
In this paper, quantitative central limit theorems for U-statistics on the q-dimensional torus
defined in the framework of the two-sample problem for Poisson processes are derived. In …