Abstract
This paper establishes the rate of convergence (in the uniform Kolmogorov distance) for normalized additive functionals of stochastic processes with long-range dependence to a limiting Rosenblatt distribution.
Open Access
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
Received01 Oct 1999
Revised01 Oct 2000
Copyright
Copyright © 2001 Hindawi Publishing Corporation. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.