Grahovac, Danijel and Kevei, Péter (2025) Almost sure growth of integrated supOU processes. BERNOULLI, 31 (4). pp. 2597-2623. ISSN 1350-7265
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Official URL: https://doi.org/10.3150/24-BEJ1818
Abstract
Superpositions of Ornstein-Uhlenbeck processes allow a flexible dependence structure, including long range dependence for OU-type processes. Their complex asymptotics are governed by three effects: the behavior of the L´evy measure both at infinity and at zero, and the behavior at zero of the measure governing the dependence. We establish almost sure rates of growth depending on the characteristics of the process and prove a Marcinkiewicz–Zygmund type SLLN for the integrated process.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | supOU processes, infinitely divisible random measure, Marcinkiewicz–Zygmund type strong law of large numbers, almost sure properties, rate of growth |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 04 Sep 2026 08:17 |
| Last Modified: | 04 Sep 2026 08:17 |
| URI: | https://real.mtak.hu/id/eprint/245513 |
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