Article ID Journal Published Year Pages File Type
1151824 Statistics & Probability Letters 2013 6 Pages PDF
Abstract

We prove that the multivariate Rosenblatt distribution belongs to the Thorin class which is a subset of the class of selfdecomposable distributions. Using this fact we derive new properties of the Rosenblatt distribution.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the distribution of the Rosenblatt process
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