Weak convergence to Rosenblatt sheet (Q2355255)

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Language	Label	Description	Also known as
English	Weak convergence to Rosenblatt sheet	scientific article

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scholarly article

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Weak convergence to Rosenblatt sheet (English)

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zbMATH Open document ID

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10.1007/s11464-015-0458-y

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Frontiers of Mathematics in China

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publication date

21 July 2015

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Rosenblatt sheet

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weak convergence

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Poisson process

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random walks

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11464-015-0458-y

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Wavelet-based synthesis of the Rosenblatt process

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On extremal theory for self-similar processes

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Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle

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Weak approximation of the Brownian sheet from a Poisson process in the plane

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Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.

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Stochastic Calculus for Fractional Brownian Motion and Applications

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Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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Stochastic integrals in the plane

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An approximation to the Rosenblatt process using martingale differences

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Variations and Hurst index estimation for a Rosenblatt process using longer filters

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Convergence in law to operator fractional Brownian motions

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Non-central limit theorems for non-linear functional of Gaussian fields

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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

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Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

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Scaling limits of solutions of the heat equation for singular non-Gaussian data

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Approximations of fractional Brownian motion

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Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

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On the distribution of the Rosenblatt process

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Stochastic calculus for fractional Brownian motion and related processes.

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Regularization and integral representations of Hermite processes

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Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space

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Hausdorff and packing dimensions of the images of random fields

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Fractional Brownian motion, random walks and binary market models

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Lectures on topics in stochastic differential equations

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Weak convergence to fractional brownian motion and to the rosenblatt process

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Convergence of integrated processes of arbitrary Hermite rank

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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

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Weak convergence to the fractional Brownian sheet in Besov spaces

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Analysis of the Rosenblatt process

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Analysis of Variations for Self-similar Processes

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Variations and estimators for self-similarity parameters via Malliavin calculus

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Weak approximation of the fractional Brownian sheet from random walks

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Weak convergence to the fractional Brownian sheet using martingale differences

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UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES

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mardi Publication:2355255

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