Oscillating Gaussian processes

Ilmonen, P; Torres, S; Viitasaari, L

STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 2020; 23 (3): 571

Abstract

In this article we introduce and study oscillating Gaussian processes defined by Xt=alpha+Yt1Yt>0+alpha-Yt1Yt<0, where alpha+,alpha->0 are fr......

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