In this paper, we consider sample path growth of superpositions of Ornstein–Uhlenbeck-type
processes (supOU). SupOU processes are stationary infinitely divisible processes defined …

Superpositions of Ornstein-Uhlenbeck processes allow a flexible dependence structure,
including long range dependence for OU-type processes. Their complex asymptotic is …

We study properties of the (generalized) Dickman distribution with two parameters and the
stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a …

We discuss the joint temporal and contemporaneous aggregation of N independent copies
of random-coefficient AR (1) processes driven by independent and identically distributed …

In this paper we consider sample path growth of superpositions of positive Ornstein--
Uhlenbeck type processes (supOU). SupOU are stationary infinitely divisible processes …

It has been recently discovered that some random processes may satisfy limit theorems
even though they exhibit intermittency, namely an unusual growth of moments. In this paper …

SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random
intensity parameter. They are stationary processes whose marginal distribution and …

In the increasingly complex data landscape of the modern world, the growing diversity of
data has opened up exciting new avenues of research. This thesis presents three forays into …

In this paper we consider convergence of moments in the small-time limit theorems for Lévy
processes. We provide precise asymptotics for all the absolute moments of positive order …