Pages that link to "Item:Q5190284"
From MaRDI portal
The following pages link to Analysis of the Rosenblatt process (Q5190284):
Displayed 35 items.
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps (Q289609) (← links)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925) (← links)
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- Properties and numerical evaluation of the Rosenblatt distribution (Q358142) (← links)
- On the distribution of the Rosenblatt process (Q386276) (← links)
- Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses (Q402486) (← links)
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← 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 weak convergence to Hermite process by martingale differences (Q471627) (← 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 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)
- Hausdorff and packing dimensions of the images of random fields (Q627279) (← links)
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Dissipative stochastic evolution equations driven by general Gaussian and non-Gaussian noise (Q657765) (← links)
- From intersection local time to the Rosenblatt process (Q895915) (← links)
- Drift estimation with non-Gaussian noise using Malliavin calculus (Q902228) (← links)
- A white noise approach to stochastic integration with respect to the Rosenblatt process (Q907307) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space (Q2513795) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Properties of trajectories of a multifractional Rosenblatt process (Q2890730) (← links)
- Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
- Forward integration, convergence and non-adapted pointwise multipliers (Q5247187) (← links)