Processes of normal inverse Gaussian type (Q1381483)

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Processes of normal inverse Gaussian type
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    title
    Processes of normal inverse Gaussian type (English)
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    DOI
    10.1007/s007800050032
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    publication date
    17 March 1998
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    Mathematics Subject Classification ID
    91B28
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    60E99
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    60G10
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    60G35
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    62M10
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    62P05
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    zbMATH DE Number
    1129632
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    zbMATH Keywords
    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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