Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Regularization and integral representations of Hermite processes

9 references·3 citing·27 second hop

FromToDepth

this work references cited by second hop

References

2006The Malliavin Calculus and Related Topics2,470 cited
2008Stochastic Calculus for Fractional Brownian Motion and Applications1,065 cited
2003Theory and applications of long-range dependence989 cited
2008Stochastic Calculus for Fractional Brownian Motion and Related Processes922 cited
1975Weak convergence to fractional brownian motion and to the rosenblatt process794 cited
1979Convergence of integrated processes of arbitrary Hermite rank566 cited
2008Analysis of the Rosenblatt process225 cited
2010Central and non-central limit theorems for weighted power variations of fractional Brownian motion127 cited
2008Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion72 cited

Cited by

2014Generalized Hermite processes, discrete chaos and limit theorems43 cited
2013Benoît Mandelbrot and Fractional Brownian Motion34 cited
2017Power of change-point tests for long-range dependent data18 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work