An approximation to the Rosenblatt process using martingale differences
AbstractIn this paper we give an approximation theorem for Rosenblatt processes with H>1/2, using martingale differences.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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