Representations of hermite processes using local time of intersecting stationary stable regenerative sets
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Publication:5139927
DOI10.1017/jpr.2020.57zbMath1457.60056arXiv1910.07120OpenAlexW3107273770MaRDI QIDQ5139927
Publication date: 11 December 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.07120
local timelong-range dependenceHermite processmultiple Wiener-Itô integralstable regenerative setrandom interval covering
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