Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980)

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Multifractal scenarios for products of geometric Lévy-based stationary models
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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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