Weak convergence to Rosenblatt sheet

An Optimal Approximation of Rosenblatt Sheet by Multiple Wiener Integrals

“…When k = 2, the process (1.2) is known as the Rosenblatt process (see Taqqu [16]). More works for the Hermite process and Rosenblatt process can be found in Albin [2], Leonenko and Ahn [8], Abry and Pipiras [1], Maejima and Tudor [9], Tudor [19], Chronopoulou et al [5], Tudor and Viens [20], Torres and Tudor [18], Shieh and Xiao [15], Pipiras and Taqqu [13], Maejima and Tudor [10,11], Chen, Sun and Yan [4], Garzón, Torres and Tudor [7], Tudor [21], Yan, Li and Wu [22], Shen, Yin and Zhu [14] and the reference therein.…”