A note on Rosenblatt distributions
DOI10.1016/S0167-7152(98)00109-6zbMATH Open0951.60019OpenAlexW2098858572MaRDI QIDQ1807923FDOQ1807923
Authors: J. M. P. Albin 
Publication date: 24 November 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00109-6
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Laplace transformcentral limit theoremextreme valuesdomain of attractionlocal limit theoremTauberian theoremnon-central limit theoremself-similar process\(\chi^2\) limit theorem
Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
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- Weak convergence to fractional brownian motion and to the rosenblatt process
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- A Useful Convergence Theorem for Probability Distributions
- Non-central limit theorems for non-linear functional of Gaussian fields
- Sojourns and extremes of stationary processes
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- On extremal theory for stationary processes
- Extremes of moving averages of random variables with finite endpoint
- On extremal theory for self-similar processes
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- On a strong Tauberian result
- Minima of \(H\)-valued Gaussian processes
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Cited In (25)
- Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
- Properties and numerical evaluation of the Rosenblatt distribution
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses
- Regularization and integral representations of Hermite processes
- OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- On the distribution of the Rosenblatt process
- Generalized continuous time random walks and Hermite processes
- Wiener integrals with respect to the Hermite random field and applications to the wave equation
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
- Properties of trajectories of a multifractional Rosenblatt process
- Analysis of the rosenblatt process
- Structure of the third moment of the generalized Rosenblatt distribution
- On the Asymptotic Behaviour of Superexponential Lévy Processes
- A white noise approach to stochastic integration with respect to the Rosenblatt process
- On extremal theory for self-similar processes
- On lower tail probabilities of positive random sums
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- On the rate of convergence to Rosenblatt-type distribution
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- A stochastic calculus for Rosenblatt processes
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
- Fractal dimensions of the Rosenblatt process
- Hausdorff and packing dimensions of the images of random fields
- Semiparametric analysis of long-range dependence in nonlinear regression
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