Rosenblatt process

GPTKB entity

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