Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process
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Publication:1304166
zbMATH Open0934.60030MaRDI QIDQ1304166FDOQ1304166
Authors: E. Iglói, Gy. Terdik 
Publication date: 10 October 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120195
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- Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
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- A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
- Approximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
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