Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
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Publication:5086457
DOI10.1080/17442508.2018.1466886zbMath1498.60139arXiv1704.04070OpenAlexW3100019111MaRDI QIDQ5086457
Almut E. D. Veraart, Michele Nguyen
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.04070
compound Poissongeneralized method of momentsOrnstein-Uhlenbeck processlong range dependencespatio-temporal
Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Intermittency and infinite variance: the case of integrated supou processes
Uses Software
Cites Work
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