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

Fuente: arXiv

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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
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