Approximation of the Rosenblatt process by semimartingales

DOI10.1080/03610926.2015.1088032zbMATH Open1368.60041OpenAlexW2395438369MaRDI QIDQ4975166FDOQ4975166

Di Wu, Litan Yan, Yumiao Li

Publication date: 3 August 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1088032

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zbMATH Keywords

semimartingaleoptimal approximationRosenblatt process

Mathematics Subject Classification ID

Gaussian processes (60G15) (L^p)-limit theorems (60F25) Self-similar stochastic processes (60G18)

Cites Work

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• Book Reviews

Cited In (3)

• The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
• A normal approximation for semimartingales
• A stochastic calculus for Rosenblatt processes

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