Gaussian and hermite Ornstein–Uhlenbeck processes

DOI10.1080/07362994.2021.2022495OpenAlexW4205107034MaRDI QIDQ5880403

Khalifa 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

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)

Related Items (1)

Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes

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