Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index (Q5230217)
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scientific article; zbMATH DE number 7096683
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| English | Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index |
scientific article; zbMATH DE number 7096683 |
Statements
Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index (English)
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21 August 2019
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Wiener chaos
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Rosenblatt process
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cumulants
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Hurst parameter
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0.7887334823608398
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0.7830252051353455
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0.7826012372970581
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0.7716079354286194
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0.7668706774711609
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