Geodesic

Volume 19 (2014) no. 1

Sommaire

Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise
p. 1-10
On the local times for Gaussian integrators
p. 11-25
Distribution of some functionals for a L\'{e}vy process with matrix-exponential jumps of the same sign
p. 26-36
Large deviations principle for finite system of heavy diffusion particles
p. 37-45
On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions
p. 46-51
Limit behavior of a simple random walk with non-integrable jump from a barrier
p. 52-61
Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times
p. 62-90
Sojourn measures of random walks on deterministic sequences
p. 91-99