Fractal dimensions of the Rosenblatt process
Author:
Funder
Fonds National de la Recherche Luxembourg
Université du Luxembourg
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference57 articles.
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2. A note on Rosenblatt distributions;Albin;Statist. Probab. Lett.,1998
3. Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence;Ayache;J. Fourier Anal. Appl.,2020
4. Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets;Ayache;J. Fourier Anal. Appl.,2005
5. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter;Bardet;Stochastic Process. Appl.,2010
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2. Ergodicity of increments of the Rosenblatt process and some consequences;Czechoslovak Mathematical Journal;2024-03-07
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