@article{8c142c10860345b392ca00ea7ede64ea,
title = "Non symmetric Rosenblatt process over a compact",
abstract = "In this short note, we give the representation of the non symmetric Rosenblatt process as a Wiener–It{\^o} multiple integral with respect to the Brownian motion on a finite interval. Based on this representation, we obtain a least square-type estimator for an unknown parameter of the drift coefficient of a simple model driven by the non symmetric Rosenblatt process.",
keywords = "60G12, 60G18, 62M86, Least square estimation, Wiener chaos, non symmetric Rosenblatt process, self-similarity",
author = "H{\'e}ctor Araya and Johanna Garz{\'o}n and Tania Roa",
note = "Funding Information: H{\'e}ctor Araya was partially supported by MATH-AmSud 18-MATH-07 SaSMoTiDep Project and Proyecto Fondecyt Post-Doctorado, Chile 3190465. Johanna Garz{\'o}n is partially supported by MATH-AmSud 18-MATH-07 SaSMoTiDep Project and HERMES project 41305. Tania Roa was partially supported by Beca CONICYT-PFCHA/Doctorado Nacional/2018-21180298. Fondo de Fomento al Desarrollo Cient{\'i}fico y Tecnol{\'o}gico Publisher Copyright: {\textcopyright} 2020 Taylor & Francis Group, LLC.",
year = "2021",
doi = "10.1080/03610926.2020.1734830",
language = "English",
volume = "50",
pages = "5517--5529",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor and Francis Ltd.",
number = "23",
}