Pages that link to "Item:Q358142"

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

Displaying 46 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)
• Behavior of the Hermite sheet with respect to the Hurst index (Q2000160) (← links)
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
• Asymptotic behavior of large Gaussian correlated Wishart matrices (Q2099996) (← links)
• Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process (Q2105173) (← links)
• A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
• On the eigenproblem for Gaussian bridges (Q2174977) (← links)
• Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
• Lower bound for local oscillations of Hermite processes (Q2186639) (← links)
• Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \) (Q2240886) (← links)
• Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
• Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
• On rate of convergence in non-central limit theorems (Q2325346) (← links)
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter (Q2417989) (← links)
• Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Universality for persistence exponents of local times of self-similar processes with stationary increments (Q2677008) (← links)
• Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
• Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence (Q2968186) (← links)
• Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
• Increasing domain asymptotics for the first Minkowski functional of spherical random fields (Q3120624) (← links)
• (Q3303406) (← 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)