Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030): Difference between revisions

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+.3148
@@ Property / arXiv ID: 0912.3148 / rank @@
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+Analysis of the Rosenblatt process
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+Q4865042
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+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
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+Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes
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+Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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+Central limit theorems for sequences of multiple stochastic integrals
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+A representation for self-similar processes
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+Variations and estimators for self-similarity parameters via Malliavin calculus
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+UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
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