Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
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DOI: 10.1007/s11009-005-4521-0
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- Anh, V. V. & Leonenko, N. N., 2000. "Scaling laws for fractional diffusion-wave equations with singular data," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 239-252, July.
- R. Pillai, 1990. "On Mittag-Leffler functions and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 157-161, March.
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Keywords
stationary processes; long range dependence; correlation function; Mittag-Leffler function; Ornstein-Uhlenbeck type processes; normal inverse Gaussian distribution;All these keywords.
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