A note on Rosenblatt distributions
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- Albin, J. M. P., 1992. "Extremes and crossings for differentiable stationary processes with application to Gaussian processes in m and Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 42(1), pages 119-147, August.
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Cited by:
- Maejima, Makoto & Tudor, Ciprian A., 2013. "On the distribution of the Rosenblatt process," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1490-1495.
- Chen, Zhenlong & Xu, Lin & Zhu, Dongjin, 2015. "Generalized continuous time random walks and Hermite processes," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 44-53.
- Čoupek, Petr & Duncan, Tyrone E. & Pasik-Duncan, Bozenna, 2022. "A stochastic calculus for Rosenblatt processes," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 853-885.
- Pipiras, Vladas & Taqqu, Murad S., 2010. "Regularization and integral representations of Hermite processes," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 2014-2023, December.
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Keywords
Central limit theorem x2 limit theorem Domain of attraction Extreme values Laplace transform Local limit theorem Non-central limit theorem Rosenblatt distribution Rosenblatt process Self-similar process Tauberian theorem;Statistics
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