Gaussian and hermite Ornstein–Uhlenbeck processes

DOI10.1080/07362994.2021.2022495OpenAlexW4205107034MaRDI QIDQ5880403FDOQ5880403

Authors: K. Es-Sebaiy 

Publication date: 9 March 2023

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

Full work available at URL: https://arxiv.org/abs/2106.12311

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zbMATH Keywords

auto-covariance functionstationarity and ergodicityGaussian and Hermite Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized continuous time random walks and Hermite processes
• Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes
• Quasi Ornstein-Uhlenbeck processes
• Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution
• Tempered Hermite process
• Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process

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