Non symmetric Rosenblatt process over a compact-Reference-Cited by-同舟云学术

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Non symmetric Rosenblatt process over a compact

Published:2020-03-09 Issue:23 Volume:50 Page:5517-5529
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Araya Héctor¹,Garzón Johanna²,Roa Tania³

Affiliation:

1. Instituto de Estadística, Facultad de Ciencias, Universidad de Valparaíso, Valparaiso, Chile

2. Departamento de Matemática, Universidad Nacional de Colombia, Bogota, Colombia

3. CIMFAV, Facultad de Ingeniería, Universidad de Valparaíso, Valparaiso, Chile

Funder

Proyecto Fondecyt Post-Doctorado

MATH-AmSud 18-MATH-07 SaSMoTiDep Project and HERMES

Fondo de Fomento al Desarrollo Científico y Tecnológico

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1734830

Reference18 articles.

1. Generalized Hermite processes, discrete chaos and limit theorems

2. Behavior of the generalized Rosenblatt process at extreme critical exponent values

3. Noncentral limit theorem for the generalized Hermite process

4. Drift parameter estimation in fractional diffusions driven by perturbed random walks

5. Selfsimilar Processes

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