Pages that link to "Item:Q358142"

The following pages link to Properties and numerical evaluation of the Rosenblatt distribution (Q358142):

Displaying 25 items.

• Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
• Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• On the distribution of the Rosenblatt process (Q386276) (← links)
• On a class of self-similar processes with stationary increments in higher order Wiener chaoses (Q402486) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Structure of the third moment of the generalized Rosenblatt distribution (Q467011) (← links)
• The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
• On the rate of convergence to Rosenblatt-type distribution (Q486544) (← links)
• Rosenblatt Laplace motion (Q670530) (← links)
• Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (Q765880) (← links)
• Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence (Q785666) (← links)
• From intersection local time to the Rosenblatt process (Q895915) (← links)
• A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
• Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
• Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem (Q1784156) (← links)
• Non-central limit theorems and convergence rates (Q4606856) (← links)
• Long range dependence of heavy-tailed random functions (Q5152512) (← links)
• Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217) (← links)
• The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
• Stochastic differential equations with discontinuous diffusion coefficients (Q6050286) (← links)
• The overdamped generalized Langevin equation with Hermite noise (Q6073784) (← links)
• Fractal dimensions of the Rosenblatt process (Q6157011) (← links)
• Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)