Weak convergence to Rosenblatt sheet
DOI10.1007/S11464-015-0458-YzbMATH Open1321.60042OpenAlexW2044145864MaRDI QIDQ2355255FDOQ2355255
Authors: Guangjun Shen, Xiuwei Yin, Dongjin Zhu 
Publication date: 21 July 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-015-0458-y
Recommendations
- Weak convergence to the Rosenblatt sheet in Besov spaces
- Weak convergence to the fractional Brownian sheet in Besov spaces
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- scientific article; zbMATH DE number 4067957
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Self-similar stochastic processes (60G18)
Cites Work
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Stochastic calculus for fractional Brownian motion and related processes.
- Non-central limit theorems for non-linear functional of Gaussian fields
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Fractional Brownian motion, random walks and binary market models
- Regularization and integral representations of Hermite processes
- Analysis of variations for self-similar processes. A stochastic calculus approach
- Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
- On the distribution of the Rosenblatt process
- Analysis of the rosenblatt process
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
- Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
- Wavelet-based synthesis of the Rosenblatt process
- Stochastic integrals in the plane
- On extremal theory for self-similar processes
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Weak convergence to the fractional Brownian sheet in Besov spaces
- Variations and Hurst index estimation for a Rosenblatt process using longer filters
- Weak convergence to the fractional Brownian sheet using martingale differences
- Selfsimilar processes with stationary increments in the second Wiener chaos
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
- Convergence in law to operator fractional Brownian motions
- An approximation to the Rosenblatt process using martingale differences
- Approximations of fractional Brownian motion
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
- Lectures on topics in stochastic differential equations
- Hausdorff and packing dimensions of the images of random fields
- Scaling limits of solutions of the heat equation for singular non-Gaussian data
- Weak approximation of the fractional Brownian sheet from random walks
Cited In (5)
- A strong convergence to the Rosenblatt process
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Weak convergence to the Rosenblatt sheet in Besov spaces
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
This page was built for publication: Weak convergence to Rosenblatt sheet
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2355255)
