Analysis of the Rosenblatt process (Q5190284): Difference between revisions

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+Wavelet-based synthesis of the Rosenblatt process
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+Normal rank
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+A note on Rosenblatt distributions
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+On extremal theory for self-similar processes
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+Stochastic calculus with respect to Gaussian processes
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+Stochastic integration with respect to the fractional Brownian motion
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+Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
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+Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>&gt;1/2
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+Fractional {O}rnstein-{U}hlenbeck processes
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Equations in Infinite Dimensions
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+Non-central limit theorems for non-linear functional of Gaussian fields
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+Q3149666
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+Multiple stochastic integrals with dependent integrators
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+Gaussian chaos and functional laws of the iterated logarithm for Itô- Wiener integrals
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+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
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+Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
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+Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
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+Integrator properties of the skorohod integral
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+On an independence criterion for multiple Wiener integrals
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+Wiener integrals, Malliavin calculus and covariance measure structure
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+Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
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+Scaling limits of solutions of the heat equation for singular non-Gaussian data
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+Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
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+Skorohod integration and stochastic calculus beyond the fractional Brownian scale
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Generalized multiple stochastic integrals and the representation of wiener functionals
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+Wavelet-type expansion of the Rosenblatt process
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+Convergence of weighted sums of random variables with long-range dependence.
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+Integration questions related to fractional Brownian motion
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+Skorokhod and pathwise stochastic calculus with respect to an L² process
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+System Control and Rough Paths
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+Q3290160
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+Forward, backward and symmetric stochastic integration
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Q4301585
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+On independence and conditioning on Wiener space
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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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+Q3729765
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+Stochastic evolution equations with fractional Brownian motion
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+Itô formula for the infinite-dimensional fractional Brownian motion
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+UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
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