Approximation of the Rosenblatt sheet (Q305890)

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Language	Label	Description	Also known as
English	Approximation of the Rosenblatt sheet	scientific article

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scholarly article

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Approximation of the Rosenblatt sheet (English)

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zbMATH Open document ID

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10.1007/s00009-015-0576-5

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Mediterranean Journal of Mathematics

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publication date

31 August 2016

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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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martingale differences

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weak convergence

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00009-015-0576-5

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

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

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

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Approximations of a complex Brownian motion by processes constructed from a Lévy process

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

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Approximations of fractional Brownian motion

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On the distribution of the Rosenblatt process

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

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Invariance principle for martingales on the plane

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On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter

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Fractional Brownian motion and martingale-differences

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The Malliavin Calculus and Related Topics

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Regularization and integral representations of Hermite processes

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Fractional Brownian motion, random walks and binary market models

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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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Analysis of the Rosenblatt process

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Variations and estimators for self-similarity parameters via Malliavin calculus

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Weak convergence to the fractional Brownian sheet in Besov spaces

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Analysis of Variations for Self-similar Processes

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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 using martingale differences

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Mathematics(1 entry)

mardi Publication:305890

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