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Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes - MaRDI portal

Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090)

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scientific article; zbMATH DE number 7766690
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Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 7766690

    Statements

    title
    Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (English)
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    author
    Tommi Sottinen
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    publication date
    16 November 2023
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    zbMATH Keywords
    fractional Brownian motion
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    Gaussian processes
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    long-range dependence
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    multi-mixed fractional Brownian motion
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    multi-mixed fractional Ornstein-Uhlenbeck process
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    short-range dependence
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    stationary-increment processes
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    stationary processes
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    cites work
    Q5558293
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    Q5430704
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    Q4229941
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    Q5724171
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    Q4811459
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    Q4301585
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    Identifiers

    arXiv ID
    2103.02978
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    Mathematics Subject Classification ID
    60G22
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    60G10
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    60G15
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    zbMATH DE Number
    7766690
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    OpenAlex ID
    W4382136164
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    DOI
    10.15559/23-VMSTA229
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