On the rate of convergence to Rosenblatt-type distribution

DOI10.1016/J.JMAA.2014.12.016MaRDI QIDQ486544zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, Nikolai N. Leonenko, Andriy Olenko

Publication date 16 January 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.6860

zbMATH Keywords

rate of convergencelong-range dependencerandom fieldsRosenblatt distributiongeneralized Linnik's covariance structurenon-central limit theorems

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Abstract: The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid to the Cauchy, generalized Linnik's, and local-global distinguisher random processes and fields. Direct analytical methods are used to investigate the rate of convergence in the uniform metric.

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Cited in

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• Limit theorems for filtered long-range dependent random fields
• Properties and numerical evaluation of the Rosenblatt distribution
• A note on Rosenblatt distributions
• When scattering transform meets non-Gaussian random processes, a double scaling limit result
• On rate of convergence in non-central limit theorems
• Weak convergence of weighted additive functionals of long-range dependent fields
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• The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations
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