Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564)
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scientific article; zbMATH DE number 5002731
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| English | Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion |
scientific article; zbMATH DE number 5002731 |
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Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (English)
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31 January 2006
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long range dependence
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self-decomposability
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0.91929054
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0.9145941
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0.9135519
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0.9134846
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0.9016022
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0.90064687
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0.89896977
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