FRACTIONAL ORNSTEIN–UHLENBECK PROCESSES MIXED WITH A GAMMA DISTRIBUTION

DOI10.1142/S0218348X15500322zbMath1337.28011MaRDI QIDQ2806517

Khalifa Es-Sebaiy, Ciprian A. Tudor

Publication date: 18 May 2016

Published in: Fractals (Search for Journal in Brave)

zbMATH Keywords

long-range dependencefractional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Fractals (28A80)

Related Items (2)

Unnamed Item ⋮ A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution

Cites Work

• Unnamed Item

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