Properties and numerical evaluation of the Rosenblatt distribution (Q358142)

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Properties and numerical evaluation of the Rosenblatt distribution
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    title
    Properties and numerical evaluation of the Rosenblatt distribution (English)
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    DOI
    10.3150/12-BEJ421
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    author
    Mark S. Veillette
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    Murad S. Taqqu
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    published in
    Bernoulli
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    publication date
    16 August 2013
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    zbMATH DE Number
    6198876
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    zbMATH Keywords
    Edgeworth expansions
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    long range dependence
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    Rosenblatt distribution
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    self-similarity
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