Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.

Iglói, E.; Terdik, G.

Electronic Journal of Probability [electronic only] (1999)

  • Volume: 4, page Paper No. 16, 33 p.-Paper No. 16, 33 p.
  • ISSN: 1083-589X

How to cite

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Iglói, E., and Terdik, G.. "Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.." Electronic Journal of Probability [electronic only] 4 (1999): Paper No. 16, 33 p.-Paper No. 16, 33 p.. <http://eudml.org/doc/120195>.

@article{Iglói1999,
author = {Iglói, E., Terdik, G.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {stationarity; spectral representation; aggregational model; stochastic differential equation; fractional Brownian motion input; heart rate variability},
language = {eng},
pages = {Paper No. 16, 33 p.-Paper No. 16, 33 p.},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.},
url = {http://eudml.org/doc/120195},
volume = {4},
year = {1999},
}

TY - JOUR
AU - Iglói, E.
AU - Terdik, G.
TI - Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.
JO - Electronic Journal of Probability [electronic only]
PY - 1999
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 4
SP - Paper No. 16, 33 p.
EP - Paper No. 16, 33 p.
LA - eng
KW - stationarity; spectral representation; aggregational model; stochastic differential equation; fractional Brownian motion input; heart rate variability
UR - http://eudml.org/doc/120195
ER -

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