Multidimensional Integral Fractional Ornstein--Uhlenbeck Process with an Application to Animal Movement

J. H. Ramírez-González, J. H. Ramírez-González, Erick A. Chacón-Montalván +3

Fractional Ornstein--Uhlenbeck (fOU) processes model temporal dependence and memory, including long-range dependence, while retaining the classical Ornstein--Uhlenbeck process as a…