A note on Rosenblatt distributions
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Publication:1807923
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Cites work
- scientific article; zbMATH DE number 3171470 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3110499 (Why is no real title available?)
- A Useful Convergence Theorem for Probability Distributions
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
- Extremes of moving averages of random variables with finite endpoint
- Minima of \(H\)-valued Gaussian processes
- Non-central limit theorems for non-linear functional of Gaussian fields
- On a strong Tauberian result
- On extremal theory for self-similar processes
- On extremal theory for stationary processes
- Sojourns and extremes of stationary processes
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(25)- On the distribution of the Rosenblatt process
- Structure of the third moment of the generalized Rosenblatt distribution
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Regularization and integral representations of Hermite processes
- Properties of trajectories of a multifractional Rosenblatt process
- Analysis of the rosenblatt process
- Fractal dimensions of the Rosenblatt process
- Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process
- Hausdorff and packing dimensions of the images of random fields
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- A stochastic calculus for Rosenblatt processes
- Generalized continuous time random walks and Hermite processes
- OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP
- A white noise approach to stochastic integration with respect to the Rosenblatt process
- Properties and numerical evaluation of the Rosenblatt distribution
- On extremal theory for self-similar processes
- Semiparametric analysis of long-range dependence in nonlinear regression
- On the rate of convergence to Rosenblatt-type distribution
- On a class of self-similar processes with stationary increments in higher order Wiener chaoses
- On the Asymptotic Behaviour of Superexponential Lévy Processes
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- 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
- On lower tail probabilities of positive random sums
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
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