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

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Douissi, Soukaina, Ernst, Philip, Viens, Frederi
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory 60F05 (primary), 60G15 (secondary), 62M99 (secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2504.17175