Processes of normal inverse Gaussian type (Q1381483): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processes of normal inverse Gaussian type |
scientific article |
Statements
Processes of normal inverse Gaussian type (English)
0 references
17 March 1998
0 references
background driving Lévy processes
0 references
long range dependence
0 references
Ornstein-Uhlenbeck type
0 references
selfdecomposability
0 references
stochastic volatility
0 references
