Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217): Difference between revisions
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Latest revision as of 16:26, 30 December 2024
scientific article; zbMATH DE number 7096683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index |
scientific article; zbMATH DE number 7096683 |
Statements
Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (English)
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21 August 2019
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Wiener chaos
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Rosenblatt process
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cumulants
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Hurst parameter
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