Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564): Difference between revisions
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Revision as of 10:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion |
scientific article |
Statements
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (English)
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31 January 2006
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long range dependence
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self-decomposability
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