Cover Image

The level of self-organized criticality in oscillating Brownian motion: $n$-consistency and stable Poisson-type convergence of the MLE

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Brutsche, Johannes, Rohde, Angelika
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions
by: Brutsche, Johannes, et al.
Published: (2022)

Self-organized regime switching in null-recurrent dynamics
by: Brutsche, Johannes, et al.
Published: (2026)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
by: Amorino, Chiara, et al.
Published: (2024)

The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case
by: Nakajima, Shohei
Published: (2024)

Besov-Orlicz moduli of Brownian motion and polygonal partial sum processes
by: Mies, Fabian
Published: (2026)

BSDEs driven by G-Brownian motion with time-varying uniformly continuous generators
by: Zhao, Bingru
Published: (2024)

Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
by: Nadtochiy, Sergey, et al.
Published: (2022)

Bernstein-type dimension-free concentration for self-normalised martingales
by: Akhavan, Arya, et al.
Published: (2025)

Sharp adaptive nonparametric testing for constant volatility
by: Brutsche, Johannes, et al.
Published: (2026)

Data denoising with self consistency, variance maximization, and the Kantorovich dominance
by: Hiew, Joshua Zoen-Git, et al.
Published: (2025)

Quadratic form of heavy-tailed self-normalized random vector with applications in $α$-heavy Mar\v cenko--Pastur law
by: Dong, Zhaorui, et al.
Published: (2026)

Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices
by: Dette, Holger, et al.
Published: (2024)

The Markov approximation of the periodic multivariate Poisson autoregression
by: Khabou, Mahmoud, et al.
Published: (2025)

On the Maximum and Minimum of a Multivariate Poisson Distribution
by: Liu, Zheng, et al.
Published: (2024)

Limiting spectral distributions of large consistent rank correlation matrices
by: Dong, Zhaorui, et al.
Published: (2026)

Renewal Processes Represented as Doubly Stochastic Poisson Processes
by: Du, Xinlong, et al.
Published: (2024)

Entropy corrected geometric Brownian motion
by: Gupta, Rishabh, et al.
Published: (2024)

Wasserstein convergence rates for empirical measures of point processes
by: Huang, Dongzhou, et al.
Published: (2026)

Implications of weak convergence rates of Markov transition kernels
by: Brown, Austin
Published: (2026)

Poisson approximation for stochastic processes summed over amenable groups
by: Ye, Haoyu, et al.
Published: (2024)

Non-asymptotic Analysis of Poisson randomized midpoint Langevin Monte Carlo
by: Shen, Tian, et al.
Published: (2025)

Weak convergence of predictive distributions
by: Leisen, Fabrizio, et al.
Published: (2025)

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
by: Cui, Jian, et al.
Published: (2025)

Rates of Fisher information convergence in the central limit theorem for nonlinear statistics
by: Dung, Nguyen Tien
Published: (2022)

Weak convergence from projected laws on a positive-measure set of directions
by: Cholaquidis, Alejandro, et al.
Published: (2026)

Evaluating Gaussianity of heterogeneous fractional Brownian motion
by: Balcerek, Michał, et al.
Published: (2025)

Entrance laws for coalescing and annihilating Brownian motions
by: Tribe, Roger, et al.
Published: (2026)

Rate of convergence of the smoothed empirical Wasserstein distance
by: Block, Adam, et al.
Published: (2022)

Activated random walk exhibits self-organized criticality
by: Hoffman, Christopher, et al.
Published: (2026)

Quasi-stationarity of the Dyson Brownian motion with collisions
by: Guillin, Arnaud, et al.
Published: (2025)

Online minimum search for Brownian motion and the Cauchy process: Multiple approaches
by: Starr, Shannon, et al.
Published: (2023)

Dynamical mean-field analysis of adaptive Langevin diffusions: Propagation-of-chaos and convergence of the linear response
by: Fan, Zhou, et al.
Published: (2025)

Renewal theory for Brownian motion with stochastically gated targets
by: Bressloff, Paul C
Published: (2026)

Non-ergodic inference for stationary-increment harmonizable stable processes
by: Hoang, Ly Viet, et al.
Published: (2024)

Resetting Dyson Brownian motion
by: Biroli, Marco, et al.
Published: (2025)

Geometric Interpretation of Brownian Motion on Riemannian Manifolds
by: Lee, Taeyoung, et al.
Published: (2025)

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
by: Bayraktar, Elise, et al.
Published: (2023)

Asymptotics of the overlap distribution of branching Brownian motion at high temperature
by: Chataignier, Louis, et al.
Published: (2024)

Sample complexity for divergence regularized optimal transport with radial cost
by: Han, Ruiyu, et al.
Published: (2025)

Adapted Wasserstein Barycenters of Gaussian Processes
by: Mattesini, Francesco, et al.
Published: (2026)