Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

DOI10.1155/S1048953301000041zbMath0983.60009OpenAlexW2151161678MaRDI QIDQ5943715

Nikolai N. Leonenko, V. V. Anh

Publication date: 21 April 2002

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49145

zbMATH Keywords

rate of convergenceGaussian processeslong-range dependencenon-central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of stochastic processes (60G05)

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