Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution (Q5217333)
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scientific article; zbMATH DE number 7175051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution |
scientific article; zbMATH DE number 7175051 |
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Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution (English)
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26 February 2020
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Hermite processes
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gamma-distribution
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long-range dependence
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Langevin equation
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fractional Brownian motion
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Ornstein-Uhlenbeck process
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