Answers are grounded in this paper and cite their sources.
In this article we use a covariance function that arises from limit of fluctuations of the rescaled occupation time process of a branching particle system, to introduce a family of weighted long-range dependence Gaussian processes. In particular, we consider two subfamilies for which we show that the process is not a semimartingale, that the processes exhibit long-range dependence and have long-range memory of logarithmic order. Finally, we illustrate that this family of processes is useful for modeling real world data.
No takes yet. Share an insight, caveat, or question.
González et al. (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: