Applications of a superposed Ornstein-Uhlenbeck type processes (Q6922965)
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scientific article; zbMATH DE number 8100070
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| English | Applications of a superposed Ornstein-Uhlenbeck type processes |
scientific article; zbMATH DE number 8100070 |
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Applications of a superposed Ornstein-Uhlenbeck type processes (English)
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30 September 2025
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Ornstein-Uhlenbeck process (OU)
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sup-OU processes
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Lévy processes
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long range dependence
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self-decomposability
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cumulants
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moments
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FATGBM
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