Musielak-Orlicz spaces enable bounding cumulants in uncertain supOU long-memory processes by state-dependent divergences on reversion and Levy measures, succeeding where Kullback-Leibler fails.
J., & Rosazza Gianin, E
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A Musielak-Orlicz approach for modeling uncertainties in long-memory processes
Musielak-Orlicz spaces enable bounding cumulants in uncertain supOU long-memory processes by state-dependent divergences on reversion and Levy measures, succeeding where Kullback-Leibler fails.