Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. Leonenko, N.N.; Anh, V.V. — 2001 Journal of Applied Mathematics and Stochastic Analysis
Linear filtering with fractional Brownian motion in the signal and observation processes. Kleptsyna, M.L.; Kloeden, P.E.; Anh, V.V. — 1999 Journal of Applied Mathematics and Stochastic Analysis