Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (Q1304166)
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English | Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process |
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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (English)
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10 October 1999
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stationarity
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spectral representation
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aggregational model
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stochastic differential equation
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fractional Brownian motion input
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heart rate variability
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