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A note on Rosenblatt distributions

✍ Scribed by J.M.P. Albin

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
362 KB
Volume
40
Category
Article
ISSN
0167-7152

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✦ Synopsis

Rosenblatt processes are functional limits in non-central limit theorems for strongly dependent Gaussian sequences. Using local limit techniques we show that their marginal distributions belong to the Type I domain of attraction of extremes. This in turn makes it possible to obtain bounds on local extremes for Rosenblatt processes. (~

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