  SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with
a random intensity parameter. They are stationary processes whose marginal
distribution and dependence structure can be specified independently.
Integrated supOU processes have then stationary increments and satisfy central
and non-central limit theorems. Their moments, however, can display an unusual
behavior known as "intermittency". We show here that intermittency can also
appear when the processes have a heavy tailed marginal distribution and, in
particular, an infinite variance.
