A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit (Q5448744): Difference between revisions

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Latest revision as of 17:01, 30 December 2024

scientific article; zbMATH DE number 5246104
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English
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
scientific article; zbMATH DE number 5246104

    Statements

    A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit (English)
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    7 March 2008
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    gamma process
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    variance-gamma distribution
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    \(t\) distribution
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    subordinator model
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    construction
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    long-range dependence
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    self-similarity
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