Muneya Matsui, Thomas Mikosch, Gennady Samorodnitsky Distance covariance for stochastic processes Probability and Mathematical Statistics, 37, z. 2, 2017, Pages (355 - 372) DOI: http://dx.doi.org/10.19195/0208-4147.37.2.9 AbstractDownload article Empirical characteristic function, distance covariance, stochastic process, test of independence |
Patrick Wahlberg, Peter J. Schreier On the instantaneous frequency of Gaussian stochastic processesProbability and Mathematical Statistics, 32, z. 1, 2012, Pages (69 - 92) AbstractDownload article Continuous-time Gaussian stochastic processes, instantaneous frequency, probability density function, Wigner spectrum |
Gabriel H. Tucci, Philip Whiting Asymptotic results for random polynomials on the unit circleProbability and Mathematical Statistics, 34, z. 2, 2014, Pages (181 - 197) AbstractDownload article Random polynomials, Brownian bridge, stochastic process |
