Asymptotic results for finite superpositions of Ornstein-Uhlenbeck processes

DOI10.1080/07362994.2017.1339614MaRDI QIDQ4602032zbMATH OpenOpenAlexFDO

Authors Claudio Macci, Barbara Pacchiarotti

Publication date 25 January 2018

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2017.1339614

zbMATH Keywords

large deviationsmoderate deviationsstationary processes

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10)

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• An asymptotic behavior of super Ornstein-Uhlenbeck processes
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
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• Intermittency of superpositions of Ornstein-Uhlenbeck type processes

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