Pages that link to "Item:Q5190284"
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The following pages link to Analysis of the Rosenblatt process (Q5190284):
Displaying 50 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)
- Stochastic evolution equations with Volterra noise (Q511134) (← 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)
- Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps (Q823740) (← 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)
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process (Q1705059) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
- Conformable fractional stochastic differential equations with control function (Q2059510) (← links)
- Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps (Q2062634) (← links)
- Noninstantaneous impulsive conformable fractional stochastic delay integro-differential system with Rosenblatt process and control function (Q2064113) (← links)
- Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay (Q2066930) (← links)
- Stochastic integration with respect to fractional processes in Banach spaces (Q2076309) (← links)
- Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion (Q2084843) (← links)
- Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness (Q2098753) (← links)
- A stochastic calculus for Rosenblatt processes (Q2145804) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses (Q2162303) (← links)
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process (Q2177539) (← links)
- On a generalized stochastic Burgers' equation perturbed by Volterra noise (Q2236051) (← links)
- Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays (Q2283936) (← links)
- Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process (Q2284891) (← links)
- Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process (Q2301244) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- Generalized continuous time random walks and Hermite processes (Q2344866) (← links)
- Weak convergence to Rosenblatt sheet (Q2355255) (← links)
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals (Q2362970) (← links)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
