Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564)

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Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
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    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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