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