Fractional iterated Ornstein-Uhlenbeck processes
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Cites work
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- scientific article; zbMATH DE number 3608897 (Why is no real title available?)
- Integration questions related to fractional Brownian motion
- On fractional Ornstein-Uhlenbeck processes
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
Cited in
(9)- An independence test based on recurrence rates
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
- Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
- Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes
- An independence test based on recurrence rates. An empirical study and applications to real data
- An hypothesis test to detect short or long range dependence based on fractional iterated Ornstein-Uhlenbeck processes
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices
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