Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion |
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)
0 references
31 January 2006
0 references
long range dependence
0 references
self-decomposability
0 references
