Weak convergence to Rosenblatt sheet
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Publication:2355255
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- scientific article; zbMATH DE number 4067957
Cites work
- An approximation to the Rosenblatt process using martingale differences
- Analysis of the rosenblatt process
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- Fractional Brownian motion, random walks and binary market models
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- Stochastic calculus for fractional Brownian motion and related processes.
- Stochastic integrals in the plane
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Variations and Hurst index estimation for a Rosenblatt process using longer filters
- Wavelet-based synthesis of the Rosenblatt process
- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Weak approximation of the fractional Brownian sheet from random walks
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Weak convergence to the fractional Brownian sheet and other two-parameter Gaussian processes.
- Weak convergence to the fractional Brownian sheet in Besov spaces
- Weak convergence to the fractional Brownian sheet using martingale differences
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Cited in
(5)- Weak approximation of the Brownian sheet from a Poisson process in the plane
- Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- A strong convergence to the Rosenblatt process
- Weak convergence to the Rosenblatt sheet in Besov spaces
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