In the present paper we study the asymptotic behavior of the auto-covariance function for Ornstein-Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments and for Hermite OU processes. Our results are generalizations of the corresponding results of Cheridito et al. \cite{CKM} and Kaarakka and Salminen \cite{KS}.
翻译:在本文件中,我们研究了Ornstein-Uhlenbeck (OU) 由高山噪音驱动的固定和非固定增量和Hermite OU 过程的自动共生功能的无症状行为。我们的结果是对Cheridito et al.\cite{CKM} 和 Kaarakka 和Salminen\cite{KS} 的相应结果的概括。