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math.PR2021★ 1 cited
Fractal dimensions of the Rosenblatt process
Lara Daw, George Kerchev
The paper concerns the image, level and sojourn time sets associated with sample paths of the Rosenblatt process. We obtain results regarding the Hausdorff (both classical and macr…
math.PR2020
Local times and sample path properties of the Rosenblatt process
George Kerchev, Ivan Nourdin, Eero Saksman +1
Let be the Rosenblatt process with Hurst index . We prove joint continuity for the local time of , and establish Hölder conditions for the…
math.PR2019
Normal approximation for functions of hidden Markov models
Christian Houdré, George Kerchev
The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent ra…