Properties and numerical evaluation of the Rosenblatt distribution
Work
Year: 2013
Type: article
Abstract: This paper studies various distributional properties of the Rosenblatt distribution. We begin by describing a technique for computing the cumulants. We then study the expansion of the Rosenblatt distr... more
Source: Bernoulli
Authors Mark Veillette, Murad S. Taqqu
Institution Boston University
Cites: 39
Cited by: 89
Related to: 10
FWCI: 9.894
Citation percentile (by year/subfield): 96.85
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid