The Rosenblatt Process

By Richard A. Davis, K. Lii, Dimitris Nicolas Politis. 2011

50 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/dbbf2f395bf06cd0958645cc41e1b65e127c60d9

Citations in the corpus

• Statistical inference for Vasicek-type model driven by Hermite processes (2017, unknown): “[22] M. Taqqu (2011): The Rosenblatt Process.”