The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303)
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scientific article; zbMATH DE number 7268514
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| English | The multifaceted behavior of integrated supOU processes: the infinite variance case |
scientific article; zbMATH DE number 7268514 |
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The multifaceted behavior of integrated supOU processes: the infinite variance case (English)
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30 October 2020
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supOU processes
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Ornstein-Uhlenbeck process
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limit theorems
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infinite variance
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stable processes
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0.8981460928916931
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0.8820255398750305
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0.8461652994155884
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0.8406643271446228
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