Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
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Cited in
(19)- Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process
- Limit theorems for aggregated linear processes
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
- Asymptotic results for finite superpositions of Ornstein-Uhlenbeck processes
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
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- Fractional motions
- Superposition de d�formations cylindriques d'axes poissonniens dans le plan
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- Asymptotic behavior of weakly dependent aggregated processes
- Fast simulation of self-similar and correlated processes
- Superposition of Ornstein-Uhlenbeck type processes
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
- Anomalous is ubiquitous
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
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