Properties and numerical evaluation of the Rosenblatt distribution (Q358142)

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Properties and numerical evaluation of the Rosenblatt distribution
scientific article

    Statements

    title
    Properties and numerical evaluation of the Rosenblatt distribution (English)
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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 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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    cites work
    Q2756693
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    Q4112997
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    Q3084090
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    Q3507973
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    Q3290160
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    Q5586702
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    Q4937701
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    Q4674739
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    Q4445977
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    Q3785402
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    Identifiers

    DOI
    10.3150/12-BEJ421
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    zbMATH DE Number
    6198876
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    arXiv ID
    1307.5990
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    OpenAlex ID
    W3124809427
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