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Tempered Hermite process

A tempered Hermite process modifies the power law kernel in the time domain representation of a Hermite process by multiplying an exponential tempering factor $λ>0$ such that the process is well defined for Hurst parameter $H>\frac{1}{2}$. A tempered Hermite process is the weak convergence limit of a certain discrete chaos process.

3 nodes2 linksoverview mapTempered Hermite process
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AuthorshipTopic signalWTempered Hermite processpreprint / 2016AFarzad SabzikarResearcherTmath.PR7239 works
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Tempered Hermite process

preprint / 2016

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