Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980): Difference between revisions
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Revision as of 11:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifractal scenarios for products of geometric Lévy-based stationary models |
scientific article |
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Multifractal scenarios for products of geometric Lévy-based stationary models (English)
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8 August 2016
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multifractal products
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stationary processes
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short-range dependence
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long-range dependence
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multifractal scenarios
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Rényi function
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geometric Gaussian process
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geometric Ornstein-Uhlenbeck processes
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Lévy processes
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superpositions
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scaling of moments
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\(\log\)-normal scenario
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\(\log\)-gamma scenario
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\(\log\) normal tempered stable scenario
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\(\log\)-variance gamma scenario
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