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

From MaRDI portal





scientific article; zbMATH DE number 6581759
Language Label Description Also known as
English
Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
scientific article; zbMATH DE number 6581759

    Statements

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

    Identifiers