Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (Q5230217): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127354775, #quickstatements; #temporary_batch_1721950759712 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127354775 / rank | |||
Normal rank | |||
Revision as of 23:52, 26 July 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)
0 references
21 August 2019
0 references
Wiener chaos
0 references
Rosenblatt process
0 references
cumulants
0 references
Hurst parameter
0 references
