A strong convergence to the Rosenblatt process

Central limit theorems for non-linear functionals of Gaussian fields

Péter Breuer, Péter Major · Journal of Multivariate Analysis · 1983 · 381 citations

Natural Sciences, Electrical Engineering, Probability Theory +11

Stochastic Modelling of Riverflow Time Series

A. J. Lawrance, N. T. Kottegoda · Journal of the Royal Statistical Society Series A (General) · 1977 · 221 citations

Natural Resources, Earth Sciences, Hydrology +14

Analysis of the Rosenblatt process

Ciprian A. Tudor · ESAIM Probability and Statistics · 2008 · 217 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

Variations and estimators for the selfsimilarity order through Malliavin calculus

Ciprian A. Tudor, Frédéri Viens · ArXiv.org · 2007 · 96 citations · Full text

Engineering, Industrial Engineering, Probability Theory +12

Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

Jean-Christophe Breton, Ivan Nourdin · Electronic Communications in Probability · 2008 · 77 citations · Full text

Engineering, Physics, Computational Physics +8