Statements (17)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:stochastic_process
|
gptkbp:generalizes |
fractional Brownian motion (in non-Gaussian case)
|
gptkbp:hasProperty |
stationary increments
|
gptkbp:heldBy |
self-similar process
non-Gaussian self-similar process second-order Hermite process |
https://www.w3.org/2000/01/rdf-schema#label |
Rosenblatt process
|
gptkbp:introducedIn |
1960s
|
gptkbp:namedAfter |
gptkb:Murray_Rosenblatt
|
gptkbp:originatedIn |
gptkb:probability_theory
statistics limit theorems |
gptkbp:relatedTo |
Hermite processes
long-range dependence non-Gaussian process |
gptkbp:bfsParent |
gptkb:Murray_Rosenblatt
|
gptkbp:bfsLayer |
8
|