Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.

Leonenko, N.N., and Anh, V.V.. "Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.." Journal of Applied Mathematics and Stochastic Analysis 14.1 (2001): 27-46. <http://eudml.org/doc/49145>.

@article{Leonenko2001,
author = {Leonenko, N.N., Anh, V.V.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {rate of convergence; non-central limit theorem; Gaussian processes; long-range dependence},
language = {eng},
number = {1},
pages = {27-46},
publisher = {Hindawi Publishing Corporation, New York},
title = {Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.},
url = {http://eudml.org/doc/49145},
volume = {14},
year = {2001},
}

TY - JOUR
AU - Leonenko, N.N.
AU - Anh, V.V.
TI - Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 14
IS - 1
SP - 27
EP - 46
LA - eng
KW - rate of convergence; non-central limit theorem; Gaussian processes; long-range dependence
UR - http://eudml.org/doc/49145
ER -