Article ID: | iaor20022054 |
Country: | United States |
Volume: | 14 |
Issue: | 1 |
Start Page Number: | 27 |
End Page Number: | 46 |
Publication Date: | Jan 2001 |
Journal: | Journal of Applied Mathematics and Stochastic Analysis |
Authors: | Anh V.V., Leonenko N.N. |
Keywords: | probability, stochastic processes |
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.