Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217): Difference between revisions

@@ Property / cites work @@
+Behavior of the Hermite sheet with respect to the Hurst index
+Normal rank
@@ Property / cites work @@
+Behavior of the generalized Rosenblatt process at extreme critical exponent values
+Normal rank
@@ Property / cites work @@
+Noncentral limit theorem for the generalized Hermite process
+Normal rank
@@ Property / cites work @@
+Fractional {O}rnstein-{U}hlenbeck processes
@@ Property / cites work: Fractional {O}rnstein-{U}hlenbeck processes / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple stochastic integrals with dependent integrators
+Normal rank
@@ Property / cites work @@
+Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
+Normal rank
@@ Property / cites work @@
+Selected aspects of fractional Brownian motion.
@@ Property / cites work: Selected aspects of fractional Brownian motion. / rank @@
+Normal rank
@@ Property / cites work @@
+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Long-Range Dependence and Self-Similarity
@@ Property / cites work: Long-Range Dependence and Self-Similarity / rank @@
+Normal rank
@@ Property / cites work @@
+Q3976818
@@ Property / cites work: Q3976818 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Properties and numerical evaluation of the Rosenblatt distribution
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank