Structure of the third moment of the generalized Rosenblatt distribution

DOI10.1016/j.spl.2014.07.012zbMath1301.60047arXiv1407.3774OpenAlexW2047530100MaRDI QIDQ467011

Shuyang Bai, Murad S. Taqqu

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3774

zbMATH Keywords

long memoryself-similar processesgeneralized Rosenblatt processesRosenblatt processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18)

Related Items (4)

Lower bound for local oscillations of Hermite processes ⋮ Behavior of the Hermite sheet with respect to the Hurst index ⋮ The linear stochastic heat equation with Hermite noise ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

Cites Work

• Unnamed Item
• Properties and numerical evaluation of the Rosenblatt distribution
• The impact of the diagonals of polynomial forms on limit theorems with long memory
• Zones of attraction of self-similar multiple integrals
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• Limit theorems for functionals of moving averages
• Generalized Hermite processes, discrete chaos and limit theorems
• Analysis of Variations for Self-similar Processes
• Normal Approximations with Malliavin Calculus
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields

This page was built for publication: Structure of the third moment of the generalized Rosenblatt distribution