Local times and sample path properties of the Rosenblatt process

George Kerchev, Ivan Nourdin, Eero Saksman, Lauri Viitasaari

Type: Preprint

Publication Date: 2020-05-08

Citations: 1

Locations

arXiv (Cornell University) - View

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Works Cited by This (10)

Action	Title	Year	Authors
+ PDF Chat	Spectral properties of the operator of Riesz potential type	1998	Milutin R. Dostanić
+	Methods of Modern Mathematical Physics	1972	Michael C. Reed Barry Simon
+ PDF Chat	Weighted norm inequalities for the conjugate function and Hilbert transform	1973	Richard A. Hunt Benjamin Muckenhoupt Richard L. Wheeden
+	Random homogenization and convergence to integrals with respect to the Rosenblatt process	2012	Yu Gu Guillaume Bal
+ PDF Chat	A Real Variable Lemma and the Continuity of Paths of Some Gaussian Processes	1970	Adriano M. Garsia E. R. Rodemich Howard Rumsey
+ PDF Chat	Joint continuity of the local times of fractional Brownian sheets	2008	Antoine Ayache Dongsheng Wu Yimin Xiao
+ PDF Chat	Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields	1997	Yimin Xiao
+ PDF Chat	Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes	2019	Frank Aurzada Christian Mönch
+ PDF Chat	Variations and Hurst index estimation for a Rosenblatt process using longer filters	2009	Alexandra Chronopoulou Frédéri Viens Ciprian A. Tudor
+	Statistical inference for Vasicek-type model driven by Hermite processes	2018	Ivan Nourdin T. T. Diu Tran