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Scaling limit of heavy tailed nearly unstable cumulative INAR($\infty$) processes and rough fractional diffusions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Yingli, Cai, Chunhao, He, Ping, Wang, QingHua
Format:	Preprint
Published:	2024
Subjects:	Probability 60G22, 60F05
Online Access:	Acceder al recurso
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