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An approximation to the Rosenblatt process using martingale differences

Authors :
Chen, Chao
Sun, Liya
Yan, Litan
Source :
Statistics & Probability Letters. Apr2012, Vol. 82 Issue 4, p748-757. 10p.
Publication Year :
2012

Abstract

Abstract: In this paper we give an approximation theorem for Rosenblatt processes with , using martingale differences. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
01677152
Volume :
82
Issue :
4
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
72339212
Full Text :
https://doi.org/10.1016/j.spl.2011.12.006