Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1449.60033 Publ. Math. Debr. 96, No. 1-2, 23-44 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{S. Douissi} et al., Publ. Math. Debr. 96, No. 1--2, 23--44 (2020; Zbl 1449.60033) Full Text: DOI
Es-Sebaiy, Khalifa; Tudor, Ciprian A. Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1337.28011 Fractals 23, No. 3, Article ID 1550032, 10 p. (2015). MSC: 28A80 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} and \textit{C. A. Tudor}, Fractals 23, No. 3, Article ID 1550032, 10 p. (2015; Zbl 1337.28011) Full Text: DOI
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. (English) Zbl 1333.60072 Stochastic Processes Appl. 124, No. 7, 2517-2541 (2014). MSC: 60G18 60G22 60F05 60H05 PDFBibTeX XMLCite \textit{M. Clausel} et al., Stochastic Processes Appl. 124, No. 7, 2517--2541 (2014; Zbl 1333.60072) Full Text: DOI arXiv
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. High order chaotic limits of wavelet scalograms under long-range dependence. (English) Zbl 1280.42031 ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 979-1011 (2013). MSC: 42C40 60G18 62M15 60G20 60G22 PDFBibTeX XMLCite \textit{M. Clausel} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 979--1011 (2013; Zbl 1280.42031) Full Text: arXiv
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. (English) Zbl 1244.60044 Appl. Comput. Harmon. Anal. 32, No. 2, 223-241 (2012). Reviewer: George A. Anastassiou (Memphis) MSC: 60G35 42C40 65T60 60G15 PDFBibTeX XMLCite \textit{M. Clausel} et al., Appl. Comput. Harmon. Anal. 32, No. 2, 223--241 (2012; Zbl 1244.60044) Full Text: DOI arXiv