Multiscaling, Intermittency and large deviation in limit theorems for superpositions of Ornstein-Uhlenbeck type processes - Nikolai Leonenko (Cardiff)

References:

1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral
properties of superpositions of Ornstein-Uhlenbeck-type processes,
Methodology and Computing in Applied Probability, 7, 335-352.

2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit
Stochastics, Springer.

3. Grahovac,D., Leonenko, N.,Sikorskii, A., Tešnjak , I.(2016)
Intermittency of superpositions of Ornstein-Uhlenbeck type
processes, Journal of Statistical Physics, 165, 390-408.

4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The
unusual properties of aggregated superpositions of Ornstein-
Uhlenback type processes, Bernoulli 25 (2019), no. 3, 2029–2050.

5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency
of trawl processes, Statistic and Probability Letters, 137, 235-242.

6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit
theorems, scaling of moments and intermittency for integrated finite
variance supOU processes, Stochastic Processes and Applications,
129, N12, 5113-5150.

7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The
multifaced behaviour of supOU processes: the infinite variance case,
Journal of Theoretical Probability, 33, N4, 1801-1831.

8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021)
Intermittency and infinite variance: the case of integrated supOU
processes, Electronic Journal of Probability, 26, art.n 56, 1-31.

9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022)
Intermittency and multiscaling in limit theorems, Fractals, 30, N 7,
2250137.