Processes of normal inverse Gaussian type (Q1381483): Difference between revisions
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Revision as of 03:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Processes of normal inverse Gaussian type |
scientific article |
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Processes of normal inverse Gaussian type (English)
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17 March 1998
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background driving Lévy processes
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long range dependence
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Ornstein-Uhlenbeck type
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selfdecomposability
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stochastic volatility
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