Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:55, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multifractality of products of geometric Ornstein-Uhlenbeck-type processes |
scientific article |
Statements
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (English)
0 references
16 February 2009
0 references
multifractal products
0 references
long-range dependence
0 references
geometric Ornstein-Uhlenbeck process
0 references
Lévy process
0 references
infinitely divisible distribution
0 references