Regularization and integral representations of Hermite processes
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Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 3171470 (Why is no real title available?)
- scientific article; zbMATH DE number 1944304 (Why is no real title available?)
- A note on Rosenblatt distributions
- Analysis of the rosenblatt process
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
- Convergence of integrated processes of arbitrary Hermite rank
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Fubini theorem for anticipating stochastic integrals in Hilbert space
- Non-central limit theorems for non-linear functional of Gaussian fields
- Selected Works of Murray Rosenblatt
- Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic calculus for fractional Brownian motion and related processes.
- The Malliavin Calculus and Related Topics
- The moment problem for polynomial forms in normal random variables
- Wavelet-type expansion of the Rosenblatt process
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
Cited in
(40)- The linear stochastic heat equation with Hermite noise
- On the distribution of the Rosenblatt process
- Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
- A weak convergence to Hermite process by martingale differences
- Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process
- Gaussian approximation for the moving averaged modulus wavelet transform and its variants
- Approximation of the Rosenblatt process by semimartingales
- Riesz-based orientation of localizable Gaussian fields
- Weak convergence to Rosenblatt sheet
- Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
- Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
- Classes of infinitely divisible distributions and examples
- Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
- An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
- Benoît Mandelbrot and fractional Brownian motion
- A white noise approach to stochastic integration with respect to the Rosenblatt process
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
- scientific article; zbMATH DE number 2164159 (Why is no real title available?)
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
- Asymptotic analysis of higher-order scattering transform of Gaussian processes
- Existence, global attracting sets and exponential decay of solution to stochastic functional integro-differential equations driven by Rosenblatt process
- Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization
- Non symmetric Rosenblatt process over a compact
- How the instability of ranks under long memory affects large-sample inference
- Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
- Generalized Hermite processes, discrete chaos and limit theorems
- Weak convergence of weighted additive functionals of long-range dependent fields
- Multivariate limits of multilinear polynomial-form processes with long memory
- Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
- Approximation of the Rosenblatt sheet
- Hermite variations of the fractional Brownian sheet
- PRICING DERIVATIVES IN HERMITE MARKETS
- Limit theorems for long-memory flows on Wiener chaos
- Wiener integrals with respect to the Hermite random field and applications to the wave equation
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- The laws of large numbers associated with the linear self-attracting diffusion driven by fractional Brownian motion and applications
- Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
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