Limit theorems for multifractal products of geometric stationary processes (Q726752): Difference between revisions

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+.2428
@@ Property / arXiv ID: 1110.2428 / rank @@
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+Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes
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+Multifractality of products of geometric Ornstein-Uhlenbeck-type processes
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@@ Property / cites work @@
+Q3605792
@@ Property / cites work: Q3605792 / rank @@
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+Multifractal scaling of products of birth-death processes
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+Multifractal Products of Stationary Diffusion Processes
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+Simulation of multifractal products of Ornstein–Uhlenbeck type processes
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@@ Property / cites work @@
+Log-infinitely divisible multifractal processes
@@ Property / cites work: Log-infinitely divisible multifractal processes / rank @@
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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
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@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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@@ Property / cites work @@
+On exact scaling log-infinitely divisible cascades
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+Convergence of complex multiplicative cascades
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+Multifractal products of cylindrical pulses
@@ Property / cites work: Multifractal products of cylindrical pulses / rank @@
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+Dynamics of Mandelbrot cascades
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+Q4888858
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+Forecasting multifractal volatility
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+Limit theorems for multifractal products of geometric stationary processes
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@@ Property / cites work @@
+Multifractal scenarios for products of geometric Lévy-based stationary models
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@@ Property / cites work @@
+Q2785424
@@ Property / cites work: Q2785424 / rank @@
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@@ Property / cites work @@
+Q4857359
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+Q4807534
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+The multifractal nature of Lévy processes
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+Q3003979
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+Q3729757
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+Positive martingales and random measures
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+Q4482931
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+A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS
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+\(L^p\)-variations for multifractal fractional random walks
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+Multifractal products of stochastic processes: construction and some basic properties
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+On the exponentials of fractional Ornstein-Uhlenbeck processes
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+On the multifractal spectrum of the branching measure on a Galton–Watson tree
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+Q4407625
@@ Property / cites work: Q4407625 / rank @@
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+Multifractal Cascade Dynamics and Turbulent Intermittency
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+Multifractal spectra of branching measure on a Galton-Watson tree
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@@ Property / OpenAlex ID @@
+W1633630589
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