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• W3185840926 abstract "In this article, we introduce a non Gaussian long memory process constructed by the aggregation of independent copies of a fractional Levy Ornstein-Uhlenbeck process with random coefficients. Several properties and a limit theorem are studied for this new process. Finally, some simulations of the limit process are shown." @default.
• W3185840926 created "2021-08-02" @default.
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• W3185840926 date "2021-07-21" @default.
• W3185840926 modified "2023-09-27" @default.
• W3185840926 title "Gamma mixed fractional L'evy Ornstein-Uhlenbeck process" @default.
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