On the rate of convergence to Rosenblatt-type distribution

Author:

Anh Vo,Leonenko Nikolai,Olenko Andriy

Funder

La Trobe University

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference37 articles.

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4. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion;Breton;Electron. Commun. Probab.,2008

5. On distributions of multiple Wiener–Itô integrals;Davydov;Theory Probab. Appl.,1990

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