Intermittency and infinite variance: the case of integrated supou processes (Q2042808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intermittency and infinite variance: the case of integrated supou processes |
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Intermittency and infinite variance: the case of integrated supou processes (English)
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21 July 2021
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absolute moments
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infinite variance
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limit theorems
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Ornstein-Uhlenbeck process
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supOU processes
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