Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (Q5086457)
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scientific article; zbMATH DE number 7553396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7553396 |
Statements
Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes (English)
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5 July 2022
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long range dependence
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Ornstein-Uhlenbeck process
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spatio-temporal
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compound Poisson
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generalized method of moments
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