A strong convergence to the Rosenblatt process
From MaRDI portal
Publication:412475
Abstract: We give a strong approximation of Rosenblatt process via transport processes and we give the rate of convergence.
Recommendations
Cites work
- A representation for self-similar processes
- A simple construction of the fractional Brownian motion.
- A strong uniform approximation of fractional Brownian motion by means of transport processes
- Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
- Analysis of the rosenblatt process
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Non-central limit theorems for non-linear functional of Gaussian fields
- Rate of convergence of transport processes with an application to stochastic differential equations
- Rate of convergence of uniform transport processes to brownian motion and application to stochastic integrals
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
- Tail behaviour of multiple random integrals and \(U\)-statistics
- The Malliavin Calculus and Related Topics
- UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(23)- On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals
- On the distribution of the Rosenblatt process
- From intersection local time to the Rosenblatt process
- A strong convergence to the tempered fractional Brownian motion
- Approximation of the Rosenblatt process by semimartingales
- Strong limit of processes constructed from a renewal process
- Analysis of the rosenblatt process
- scientific article; zbMATH DE number 7232747 (Why is no real title available?)
- Stochastic Fubini theorem with respect to Rosenblatt process
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- A stochastic calculus for Rosenblatt processes
- An explicit solution to the Skorokhod embedding problem for double exponential increments
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- A white noise approach to stochastic integration with respect to the Rosenblatt process
- On the rate of convergence to Rosenblatt-type distribution
- Wavelet-type expansion of the Rosenblatt process
- Rosenblatt Laplace motion
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
- A characterization of the Knothe-Rosenblatt processes by a convergence result
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Approximating the Rosenblatt process by multiple Wiener integrals
- Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range
This page was built for publication: A strong convergence to the Rosenblatt process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q412475)
