Ruiz-Medina, M. D.
- Non-central limit theorems for random fields subordinated to gamma-correlated random fields
2015/04/03 by Nikolai Leonenko, M. D. Ruiz‐Medina, Leonenko, N. N. +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #60F99 #60G18 #60G60 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Spectral Theory (math.SP) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Rosenblatt distribution subordinated to gaussian random fields with long-range dependence
2015/01/09 by Leonenko, N. N., Ruiz-Medina, M. D., Taqqu, M. S. · 1 citation
#60F99 #60G60 #FOS: Mathematics #Statistics Theory (math.ST)
- High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
2024/02/14 by Leonenko, N. N., Ruiz-Medina, M. D. · 2 citations
#60G10 #60G12 #60G18 #60G20 #60G22 (Primary). 60G60 (60G60) #FOS: Mathematics #Probability (math.PR)
- Sojourn functionals for spatiotemporal random fields with long-memory
2021/04/16 by Nikolai Leonenko, Leonenko, N. N., M. D. Ruiz‐Medina +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · #Analysis of environmental and stochastic processes #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Soil Geostatistics and Mapping
- Testing LRD in the spectral domain for functional time series in manifolds
2024/11/12 by Ruiz-Medina, M. D., Crujeiras, R. M. · 2 citations
#60G60 #62G10 #62M40 #FOS: Mathematics #Statistics Theory (math.ST)