Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (Q1304166)
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scientific article; zbMATH DE number 1348727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 1348727 |
Statements
Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process (English)
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10 October 1999
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stationarity
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spectral representation
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aggregational model
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stochastic differential equation
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fractional Brownian motion input
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heart rate variability
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0.8935663
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0.8918351
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0.8858348
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0.8844949
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0.8842984
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0.8837725
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0.88259935
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0.8785742
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0.8740256
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