Cover Image

Asymptotic analysis of the finite predictor for the fractional Gaussian noise

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chigansky, P., Kleptsyna, M.
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

Asymptotic analysis in problems with fractional processes
by: Chigansky, P., et al.
Published: (2024)

How smooth is the drift of the mixed fractional Brownian motion?
by: Chigansky, Pavel, et al.
Published: (2025)

Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
by: Cai, Chunhao
Published: (2026)

On the Square Root of Wishart Matrices: Exact Distributions and Asymptotic Gaussian Behavior
by: Liu, Fengcheng
Published: (2025)

High-frequency analysis of parabolic stochastic PDEs with multiplicative noise
by: Chong, Carsten
Published: (2019)

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

The Asymptotics of Wide Remedians
by: Labo, Philip T.
Published: (2024)

Asymptotic Inference for Exchangeable Gibbs Partitions
by: Koriyama, Takuya
Published: (2025)

Asymptotics for irregularly observed long memory processes
by: Ould-Haye, Mohamedou, et al.
Published: (2024)

Tail Asymptotic of Heavy-Tail Risks with Elliptical Copula
by: Wang, Kai, et al.
Published: (2024)

Asymptotic Normality of Subgraph Counts in Sparse Inhomogeneous Random Graphs
by: Chatterjee, Sayak, et al.
Published: (2025)

Asymptotic mixed normality of maximum likelihood estimator for Ewens--Pitman partition
by: Koriyama, Takuya, et al.
Published: (2022)

Asymptotically efficient estimators for tail probabilities of extremals of $β$-Jacobi ensembles
by: Ma, Yutao, et al.
Published: (2024)

A Thermodynamic Structure of Asymptotic Inference
by: Wong, Willy
Published: (2026)

Asymptotic analysis of rare events in high dimensions
by: Katsevich, Anya, et al.
Published: (2025)

Asymptotic properties of the maximum likelihood estimator for Hidden Markov Models indexed by binary trees
by: Weibel, Julien
Published: (2024)

On the Estimation of Gaussian Moment Tensors
by: Al-Ghattas, Omar, et al.
Published: (2025)

Nonlinear Filtering and Spatial Asymptotic Consistency for SPDEs Observed via Spatio-Temporal Point Processes
by: Szalankiewicz, Jan, et al.
Published: (2024)

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

The Gaussian entropy map in valued fields
by: Maazouz, Yassine El
Published: (2021)

Asymptotic expansion of a Hurst index estimator for a stochastic differential equation driven by fBm
by: Yamagishi, Hayate
Published: (2024)

Wasserstein bounds for non-linear Gaussian filters
by: Karvonen, Toni, et al.
Published: (2025)

Maximum of sparsely equicorrelated Gaussian fields and applications
by: Heiny, Johannes, et al.
Published: (2026)

Regularization Effects of Time Integration on Gaussian Process Functionals
by: Amaba, Takafumi, et al.
Published: (2025)

A scale-free density bound for Gaussian maxima
by: Vijaykumar, Suhas
Published: (2026)

Gaussian Broadcast on Grids
by: Jiradilok, Pakawut, et al.
Published: (2024)

A New Proof of Sub-Gaussian Norm Concentration Inequality
by: Liu, Zishun, et al.
Published: (2025)

Gaussian universality for approximately polynomial functions of high-dimensional data
by: Huang, Kevin Han, et al.
Published: (2024)

Anti-Concentration Inequalities for the Difference of Maxima of Gaussian Random Vectors
by: Belloni, Alexandre, et al.
Published: (2024)

Convergence Analysis of a Greedy Algorithm for Conditioning Gaussian Random Variables
by: Winkle, Daniel, et al.
Published: (2025)

Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
by: Resende, Lucas
Published: (2024)

Extreme eigenvalues and eigenvectors for finite rank additive deformations of non-hermitian sparse random matrices
by: Hachem, Walid, et al.
Published: (2026)

Slow rates of approximation of U-statistics and V-statistics by quadratic forms of Gaussians
by: Huang, Kevin Han, et al.
Published: (2024)

Parameter estimation for fractional stochastic heat equations : Berry-Esséen bounds in CLTs
by: Douissi, Soukaina, et al.
Published: (2024)

An explicit link between graphical models and Gaussian Markov random fields on metric graphs
by: Bolin, David, et al.
Published: (2025)

New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
by: Es-Sebaiy, Khalifa, et al.
Published: (2026)

Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
by: Oliveira, Roberto I., et al.
Published: (2022)

Critical Point Processes Obtained from a Gaussian Random Field with a View Towards Statistics
by: Chevallier, Julien, et al.
Published: (2025)

Exact recovery in Gaussian weighted stochastic block model and planted dense subgraphs: Statistical and algorithmic thresholds
by: Pandey, Aaradhya, et al.
Published: (2024)

A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles
by: Deitmar, Ben
Published: (2023)