Multifractality of products of geometric Ornstein-Uhlenbeck -type processes
| Data(s) |
2008
|
|---|---|
| Formato |
application/pdf |
| Identificador | |
| Publicador |
Applied Probability Trust |
| Relação |
http://eprints.qut.edu.au/30855/1/Multifractality_of_products_of_geometric_Ornstein-Uhlenbeck_type_processes.pdf DOI:10.1239/aap/1231340167 Anh, Vo, Leonenko, Nikolai, & Shieh, Narn-Rueih (2008) Multifractality of products of geometric Ornstein-Uhlenbeck -type processes. Advances in Applied Probability, 40(4), pp. 1129-1156. |
| Fonte |
Faculty of Science and Technology |
| Palavras-Chave | #010406 Stochastic Analysis and Modelling #Multifractal products, Long-range Dependence, Geometric Ornstein-Uhlenbeck Process, Levy Process Infinitely Divisible Distribution |
| Tipo |
Journal Article |
