Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. (2001)

• Record Type: Journal Article
• Authors: Leonenko, N. N.; Anh, V. V.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 14:Number 1(2001)
• Page Start: 27
• Page End: 46
• Publication Date: 2001
• Subjects: nonlinear functionals -- Gaussian processes -- long-range dependence -- Rosenblatt distribution -- rate of convergence; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953301000041
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : This paper establishes the rate of convergence (in the uniform Kolmogorov distance) for normalized additive functionals of stochastic processes with long-range dependence to a limiting Rosenblatt distribution.