Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090)
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scientific article; zbMATH DE number 7766690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7766690 |
Statements
Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (English)
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16 November 2023
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fractional Brownian motion
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Gaussian processes
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long-range dependence
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multi-mixed fractional Brownian motion
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multi-mixed fractional Ornstein-Uhlenbeck process
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short-range dependence
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stationary-increment processes
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stationary processes
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