Properties and numerical evaluation of the Rosenblatt distribution (Q358142): Difference between revisions

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-Murad S. Taqqu
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+The Fourier-series method for inverting transforms of probability distributions
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+Q2756693
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+A note on Rosenblatt distributions
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+On a class of Lévy processes
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Convergence of integrated processes of arbitrary Hermite rank
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+Selected Works of Murray Rosenblatt
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+Analysis of the Rosenblatt process
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+Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
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