The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668): Difference between revisions

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The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
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    The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (English)
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    14 June 2019
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    cumulants
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    intermittency
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    moments
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    Ornstein-Uhlenbeck process
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    self-similarity
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    supOU processes
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