On the rate of convergence to Rosenblatt-type distribution

DOI10.1016/J.JMAA.2014.12.016zbMATH Open1329.60020arXiv1412.6860OpenAlexW2027849214MaRDI QIDQ486544FDOQ486544

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

Publication date: 16 January 2015

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

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.

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)

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Cited In (17)

• 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
• THEORY AND STATISTICS OF LONG-RANGE DEPENDENT RANDOM PROCESSES
• On rate of convergence in non-central limit theorems
• Weak convergence of weighted additive functionals of long-range dependent fields
• On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters
• The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations
• On the Rate of Convergence of the Ross Approximation to the Renewal Function
• Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
• Non-central limit theorems and convergence rates
• Rosenblatt Laplace motion
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• Asymptotic covariances for functionals of weakly stationary random fields
• On asymptotics of discretized functionals of long-range dependent functional data
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