Modelling a continuous time series with FOU(p) processes

In this work we summarize the knowledge about FOU(p) processes (fractional iterated Ornstein–Uhlenbeck processes of order emphp). Fractional Ornstein–Uhlenbeck processes are a particular case of FOU(p) processes (when p = 1). FOU(p) processes are able to model time series with both long- and short-r...

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Bibliographic Details

Main Author:	Kalemkerian, Juan (author)
Format:	article
Language:	English
Published:	2022
Subjects:	Fractional Brownian motion; Long-range dependence Fractional Ornstein–Uhlenbeck process
Online Access:	https://hdl.handle.net/20.500.12008/41085
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