122 citations · 584 across the 12 of their papers we have counts for
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math.PR2014★ 18 cited
On the rate of convergence to Rosenblatt-type distribution
Vo Anh, Nikolai Leonenko, Andriy Olenko
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for s…
math.PR2007★ 1 cited
Prediction of Fractional Processes with Long-range Dependence
Akihiko Inoue, Vo Van Anh
We introduce a class of Gaussian processes with stationary increments which exhibit long-range dependence. The class includes fractional Brownian motion with Hurst parameter H>1/2…