Araya, Héctor; Garzón, Johanna; Roa, Tania Non symmetric Rosenblatt process over a compact. (English) Zbl 07532212 Commun. Stat., Theory Methods 50, No. 23, 5517-5529 (2021). MSC: 60G18 60G12 62M86 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid Limit theorems for integral functionals of Hermite-driven processes. (English) Zbl 1491.60048 Bernoulli 27, No. 3, 1764-1788 (2021). Reviewer: Julien Poisat (Paris) MSC: 60F17 60G18 60G22 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kuzgun, Sefika; Nualart, David Rate of convergence in the Breuer-Major theorem via chaos expansions. (English) Zbl 1423.60103 Stochastic Anal. Appl. 37, No. 6, 1057-1091 (2019). MSC: 60H15 60H07 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Slaoui, Meryem; Tudor, Ciprian A. Behavior with respect to the Hurst index of the Wiener Hermite integrals and application to SPDEs. (English) Zbl 1479.60105 J. Math. Anal. Appl. 479, No. 1, 350-383 (2019). MSC: 60H05 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Slaoui, M.; Tudor, C. A. Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. (English) Zbl 1488.60136 Theory Probab. Math. Stat. 98, 183-198 (2019) and Teor. Jmovirn. Mat. Stat. 98, 173-187 (2018). MSC: 60H05 60H15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Araya, Héctor; Tudor, Ciprian A. Behavior of the Hermite sheet with respect to the Hurst index. (English) Zbl 1451.60052 Stochastic Processes Appl. 129, No. 7, 2582-2605 (2019). Reviewer: Nicolas Privault (Singapore) MSC: 60H07 60G22 × Cite Format Result Cite Review PDF Full Text: DOI