Pages that link to "Item:Q4057868"
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The following pages link to Weak convergence to fractional brownian motion and to the rosenblatt process (Q4057868):
Displaying 50 items.
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← links)
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Rough path recursions and diffusion approximations (Q259589) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Short-range dependent processes subordinated to the Gaussian may not be strong mixing (Q273731) (← links)
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps (Q289609) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- Properties and numerical evaluation of the Rosenblatt distribution (Q358142) (← links)
- Convergence in law to operator fractional Brownian motions (Q376266) (← links)
- Variance of partial sums of stationary sequences (Q378818) (← links)
- Invariance principles in Besov spaces, Gaussian processes and long-range dependence (Q384773) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Sojourn measures of Student and Fisher-Snedecor random fields (Q396014) (← links)
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications (Q398795) (← 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)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← links)
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion (Q424526) (← links)
- An approximation to the Rosenblatt process using martingale differences (Q434711) (← links)
- Random homogenization and convergence to integrals with respect to the Rosenblatt process (Q436281) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Central and non-central limit theorems in a free probability setting (Q457102) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- Structure of the third moment of the generalized Rosenblatt distribution (Q467011) (← links)
- A weak convergence to Hermite process by martingale differences (Q471627) (← links)
- The trace problem for Toeplitz matrices and operators and its impact in probability (Q485898) (← links)
- Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
- On the rate of convergence to Rosenblatt-type distribution (Q486544) (← links)
- A test of the null of integer integration against the alternative of fractional integration (Q494391) (← links)
- Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
- Weak convergence for the fourth-order stochastic heat equation with fractional noises (Q523207) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Regularization and integral representations of Hermite processes (Q613203) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Hausdorff and packing dimensions of the images of random fields (Q627279) (← links)
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (Q627302) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- On superdiffusive behavior of a passive tracer in a Poisson shot noise field (Q638663) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- Estimation for a class of nonstationary processes (Q643230) (← links)
- Approximations of fractional Brownian motion (Q654403) (← links)