asymptotic behavior of additive functionals – 191
asymptotic normality – 47
Bessel process – 223
birth–death Markov chain – 315
closure property – 79
cointegrated sequences – 59
conic section fitting – 19
consistently varying tail – 165
convolution closure – 165
coupling – 315
Cox–Ingersoll–Ross process – 1
curve fitting – 19
diffusion-type processes – 191
discrete approximation – 181
discrete approximation scheme – 1
drift parameter estimation – 269
expected maximum – 181
exponential moment – 95
exponential tail – 79
exponential tightness – 145
faithful Vitali coverings – 119
Feret diameter – 325
fractality – 209
fractals – 119
fractional Brownian motion – 181, 303
fractionality – 209
functional limit theorems – 1
general stochastic measure – 133
generalized solution – 237
goodness-of-fit test – 287
Hausdorff–Besicovitch dimension – 119, 213
heat equation – 133
heavy tail – 79, 165
Hölder continuity – 237
inhomogeneous distributions – 79, 165
large deviations – 107
large deviations principle – 95, 145
least favorable spectral density – 59
LePage series – 133, 237
limit theorems – 223
local alternatives – 287
local time – 95
Markov chain – 315
maximum likelihood estimator – 107, 269
mean square error – 59
method of majorizing measures – 249
minimax-robust estimate – 59
minimax-robust spectral characteristic – 59
mixed fractional Brownian motion – 107
Monte Carlo simulations – 181
multivariate errors-in-variables model – 47, 287
N-self-similar sets – 213
nonregular dependence on the parameter – 191
$\mathcal{O}$-exponential tail – 79
Orlicz process – 249
Orlicz space – 249
Ornstein–Uhlenbeck process – 107, 249
polygonal approximation – 325
power of test – 287
${Q}^{\ast }$-expansion – 119
$Q_{\infty }$-expansion – 213
random closed set – 325
random convolution – 79
random convolution closure – 165
random sum – 79
random variables with independent GLS-symbols – 213
randomly stopped sum – 165
real harmonizable fractional stable process – 133
renewal theory – 315
singularly continuous probability measures – 119
skew Bessel process – 223
stable random measure – 133, 237
stochastic differential equation – 269, 303
stochastic partial differential equation – 237
stochastic sequence with stationary increments – 59
stochastic volatility – 269
strong consistency – 269
subspace clustering – 19
supremum distribution – 249
total least squares – 47
total least squares estimator – 287
wave equation – 237
weak and strong solutions – 269
workshop – 209
zonotopes – 325