Regularization and integral representations of Hermite processes

[1]  M. Taqqu.  Th e Rosenblatt Process , 2011 .

[2]  Richard A. Davis,et al.  The Rosenblatt Process , 2011 .

[3]  S. Salsa,et al.  Bocconi & Springer series , 2011 .

[4]  F. Viens,et al.  Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes , 2009 .

[5]  F. Viens,et al.  Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes , 2008, 0807.1208.

[6]  I. Nourdin,et al.  Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion , 2008, 0804.2528.

[7]  D. Nualart,et al.  Central and non-central limit theorems for weighted power variations of fractional brownian motion , 2007, 0710.5639.

[8]  C. Tudor.  Analysis of the Rosenblatt process , 2006, math/0606602.

[9]  V. Pipiras.  Wavelet-Type Expansion of the Rosenblatt Process , 2004 .

[10]  Murad S. Taqqu,et al.  Theory and applications of long-range dependence , 2003 .

[11]  J. Albin.  A note on Rosenblatt distributions , 1998 .

[12]  D. Nualart.  The Malliavin Calculus and Related Topics , 1995 .

[13]  Eric V. Slud,et al.  The Moment Problem for Polynomial Forms in Normal Random Variables , 1993 .

[14]  Jorge A. León,et al.  Fubini theorem for anticipating stochastic integrals in Hilbert space , 1993 .

[15]  R. Dobrushin,et al.  Non-central limit theorems for non-linear functional of Gaussian fields , 1979 .

[16]  M. Taqqu.  Convergence of integrated processes of arbitrary Hermite rank , 1979 .

[17]  M. Taqqu.  Weak convergence to fractional brownian motion and to the rosenblatt process , 1975, Advances in Applied Probability.

[18]  M. Rosenblatt.  Independence and Dependence , 1961 .