Dufitinema, Josephine; Shokrollahi, Foad; Sottinen, Tommi; Viitasaari, Lauri Long-range dependent completely correlated mixed fractional Brownian motion. (English) Zbl 07812488 Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024). MSC: 60G15 60G22 60G25 PDFBibTeX XMLCite \textit{J. Dufitinema} et al., Stochastic Processes Appl. 170, Article ID 104289, 15 p. (2024; Zbl 07812488) Full Text: DOI arXiv
Pakkanen, Mikko S.; Sottinen, Tommi; Yazigi, Adil On the conditional small ball property of multivariate Lévy-driven moving average processes. (English) Zbl 1355.60045 Stochastic Processes Appl. 127, No. 3, 749-782 (2017). MSC: 60G10 60G17 60G22 60G51 PDFBibTeX XMLCite \textit{M. S. Pakkanen} et al., Stochastic Processes Appl. 127, No. 3, 749--782 (2017; Zbl 1355.60045) Full Text: DOI arXiv
Sottinen, Tommi; Yazigi, Adil Generalized Gaussian bridges. (English) Zbl 1329.60098 Stochastic Processes Appl. 124, No. 9, 3084-3105 (2014). MSC: 60G15 60G22 91G80 PDFBibTeX XMLCite \textit{T. Sottinen} and \textit{A. Yazigi}, Stochastic Processes Appl. 124, No. 9, 3084--3105 (2014; Zbl 1329.60098) Full Text: DOI arXiv