Pages that link to "Item:Q3368564"
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The following pages link to Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564):
Displaying 11 items.
- Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- Fractional motions (Q740796) (← links)
- Fast simulation of self-similar and correlated processes (Q991165) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Asymptotic behavior of weakly dependent aggregated processes (Q1945281) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion (Q2328570) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Limit Theorems for Aggregated Linear Processes (Q2837758) (← links)
