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Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution - MaRDI portal

Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution (Q2806517)

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scientific article; zbMATH DE number 6581759
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Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
scientific article; zbMATH DE number 6581759

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    18 May 2016
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    long-range dependence
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    fractional Ornstein-Uhlenbeck process
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    Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution (English)
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