Anh V.V.

V.V. Anh

Information about the author V.V. Anh will soon be added to the site.
Found 3 papers in total
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
2001
This paper establishes the rate of convergence (in the uniform Kolmogorov distance)...
Cointegration of stochastic multifractals with application to foreign exchange rates
Cointegration of stochastic multifractals with application to foreign exchange rates
2000
The existing concept of cointegration applies to integrated processes (in the...
Linear filtering with fractional Brownian motion in the signal and observation processes
Linear filtering with fractional Brownian motion in the signal and observation processes
1999
Integral equations for the mean-square estimate are obtained for the linear filtering...
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