Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos Approach

Auteur

Soukaina Douissi, Frederi Viens, Khalifa Es-Sebaiy.

Manifestation

Seminar of Stochastic Processes 2023,

Date

2023-03-8

Organisation

University of Arizona, Tucson, Arizona, USA

Chercheur

Douissi Soukaina

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