Pages that link to "Item:Q1767502"

The following pages link to Long-memory stable {O}rnstein-{U}hlenbeck processes (Q1767502):

Displaying 18 items.

• Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
• Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (Q1304166) (← links)
• Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
• Fractional {O}rnstein-{U}hlenbeck processes (Q1767492) (← links)
• Codifference as a practical tool to measure interdependence (Q1783336) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497) (← links)
• A long range dependence stable process and an infinite variance branching system (Q2371946) (← links)
• The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
• Hilberg Exponents: New Measures of Long Memory in the Process (Q2977251) (← links)
• (Q4416873) (← links)
• Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise (Q4989148) (← links)
• Long range dependence for stable random processes (Q4997693) (← links)
• Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457) (← links)
• Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
• Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay (Q5230205) (← links)
• Small ball probabilities for stable convolutions (Q5429607) (← links)
• Statistical inference for stochastic differential equations (Q6602008) (← links)