Non symmetric Rosenblatt process over a compact

DOI10.1080/03610926.2020.1734830MaRDI QIDQ5079152zbMATH OpenOpenAlexFDO

Authors Héctor Araya, Johanna Garzón, Tania Roa

Publication date 25 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2020.1734830

zbMATH Keywords

least square estimationnon symmetric Rosenblatt processself-similarityWiener chaos

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18) Statistics (62-XX) Inference from stochastic processes and fuzziness (62M86)

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Cites work

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• Statistical inference for fractional diffusion processes
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• UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
• Weak convergence to fractional brownian motion and to the rosenblatt process

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