Log-Normal, Log-Gamma and Log-Negative inverted gamma scenarios in multifractal products of stochastic processes
| Data(s) |
2008
|
|---|---|
| Formato |
application/pdf |
| Identificador | |
| Publicador |
Elsevier BV, North-Holland |
| Relação |
http://eprints.qut.edu.au/30851/1/lognormal_log-gamma_and_log-negative_inverted_gamma_scenarios_in_multifractal_products_of_stochastic_processes.pdf DOI:10.1016/j.spl.2007.11.019 Anh, Vo & Leonenko, Nikolai (2008) Log-Normal, Log-Gamma and Log-Negative inverted gamma scenarios in multifractal products of stochastic processes. Statistics and Probability Letters, 78(11), pp. 1274-1282. |
| Fonte |
Faculty of Science and Technology |
| Palavras-Chave | #010406 Stochastic Analysis and Modelling #Multifractal Products, Log-Normal Scenario |
| Tipo |
Journal Article |
