Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
DOI10.15559/23-vmsta229arXiv2103.02978OpenAlexW4382136164MaRDI QIDQ6067090
Hamidreza Maleki Almani, Tommi Sottinen
Publication date: 16 November 2023
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.02978
fractional Brownian motionGaussian processeslong-range dependencestationary processesshort-range dependencemulti-mixed fractional Brownian motionmulti-mixed fractional Ornstein-Uhlenbeck processstationary-increment processes
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10)
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