Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403)
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scientific article; zbMATH DE number 7661022
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| English | Gaussian and hermite Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7661022 |
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Gaussian and hermite Ornstein–Uhlenbeck processes (English)
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9 March 2023
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Gaussian and Hermite Ornstein-Uhlenbeck processes
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auto-covariance function
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stationarity and ergodicity
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0.7766680121421814
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0.7748649716377258
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0.7731630206108093
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0.7724286913871765
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