Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2416389863 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal characterization of complete genomes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractality of products of geometric Ornstein-Uhlenbeck-type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal scaling of products of birth-death processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal Products of Stationary Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of multifractal products of Ornstein–Uhlenbeck type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-infinitely divisible multifractal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes of normal inverse Gaussian type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superposition of Ornstein--Uhlenbeck Type Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate supOU processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral properties of superpositions of Ornstein-Uhlenbeck type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal products of cylindrical pulses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of complex multiplicative cascades / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamics of Mandelbrot cascades / rank
 
Normal rank
Property / cites work
 
Property / cites work: SELF-DECOMPOSABILITY AND OPTION PRICING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some explicit Krein representations of certain subordinators, including the gamma process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2785424 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary-increment Student and variance-gamma processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multifractal nature of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number / rank
 
Normal rank
Property / cites work
 
Property / cites work: RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\)-variations for multifractal fractional random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal products of stochastic processes: construction and some basic properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the exponentials of fractional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the multifractal spectrum of the branching measure on a Galton–Watson tree / rank
 
Normal rank
Property / cites work
 
Property / cites work: A risk model driven by Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrimination among some parametric models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal Cascade Dynamics and Turbulent Intermittency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy processes, polynomials and martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multifractal spectra of branching measure on a Galton-Watson tree / rank
 
Normal rank

Latest revision as of 09:54, 12 July 2024

scientific article
Language Label Description Also known as
English
Multifractal scenarios for products of geometric Lévy-based stationary models
scientific article

    Statements

    Multifractal scenarios for products of geometric Lévy-based stationary models (English)
    0 references
    0 references
    0 references
    8 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    multifractal products
    0 references
    stationary processes
    0 references
    short-range dependence
    0 references
    long-range dependence
    0 references
    multifractal scenarios
    0 references
    Rényi function
    0 references
    geometric Gaussian process
    0 references
    geometric Ornstein-Uhlenbeck processes
    0 references
    Lévy processes
    0 references
    superpositions
    0 references
    scaling of moments
    0 references
    \(\log\)-normal scenario
    0 references
    \(\log\)-gamma scenario
    0 references
    \(\log\) normal tempered stable scenario
    0 references
    \(\log\)-variance gamma scenario
    0 references
    0 references
    0 references