Asymptotics of Yule's nonsense correlation of Ornstein-Uhlenbeck paths : The correlated case - Détails de la communication

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Asymptotics of Yule's nonsense correlation of Ornstein-Uhlenbeck paths : The correlated case

Auteur

Soukaina Douissi, Frederi Viens, Philip Ernst

Manifestation

MOROCCAN - SWEDISH CONFERENCE ON STOCHASTIC ANALYSIS 2025 (MOSCSA 2025))

Date

2025-05-05

Organisation

The Grand Mogador Agdal Hotel in Marrakesh, Morocco

Chercheur

Douissi Soukaina

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