Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.
Iglói, E. ; Terdik, G.
Electronic Communications in Probability [electronic only], Tome 4 (1999), / Harvested from The Electronic Library of Mathematics
Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:120195
@article{01348727,
     title = {Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {4},
     year = {1999},
     zbl = {0934.60030},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01348727}
}
Iglói, E.; Terdik, G. Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.. Electronic Communications in Probability [electronic only], Tome 4 (1999) . http://gdmltest.u-ga.fr/item/01348727/