Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (Q1304166)

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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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