Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence (Q785666): Difference between revisions

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-.1007/s00041-020-09757-3
@@ Property / DOI: 10.1007/s00041-020-09757-3 / rank @@
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+https://doi.org/10.1007/s00041-020-09757-3
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+W2989555766
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@@ Property / cites work @@
+Wavelet-based synthesis of the Rosenblatt process
@@ Property / cites work: Wavelet-based synthesis of the Rosenblatt process / rank @@
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@@ Property / cites work @@
+A white noise approach to stochastic integration with respect to the Rosenblatt process
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+Lower bound for local oscillations of Hermite processes
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+Rate optimality of wavelet series approximations of fractional Brownian motion
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+Generalized Hermite processes, discrete chaos and limit theorems
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+Structure of the third moment of the generalized Rosenblatt distribution
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+Convergence of long-memory discrete \(k\)th order Volterra processes
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+Behavior of the generalized Rosenblatt process at extreme critical exponent values
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+The impact of the diagonals of polynomial forms on limit theorems with long memory
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+A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
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+From intersection local time to the Rosenblatt process
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+Ten Lectures on Wavelets
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+On the distribution of the Rosenblatt process
@@ Property / cites work: On the distribution of the Rosenblatt process / rank @@
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+Q3135829
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Wavelet-type expansion of the Rosenblatt process
@@ Property / cites work: Wavelet-type expansion of the Rosenblatt process / rank @@
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+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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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
@@ Property / cites work: Selected Works of Murray Rosenblatt / rank @@
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@@ Property / cites work @@
+Properties and numerical evaluation of the Rosenblatt distribution
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@@ Property / DOI @@
+.1007/S00041-020-09757-3
@@ Property / DOI: 10.1007/S00041-020-09757-3 / rank @@
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