Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341)

From MaRDI portal
Revision as of 09:44, 17 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Fractional Brownian motion time-changed by gamma and inverse gamma process
scientific article

    Statements

    title
    Fractional Brownian motion time-changed by gamma and inverse gamma process (English)
    0 references
    author
    R. Smith
    0 references
    published in
    Physica A
    0 references
    publication date
    13 November 2018
    0 references
    zbMATH DE Number
    6978818
    0 references
    zbMATH Keywords
    subordination
    0 references
    gamma process
    0 references
    inverse gamma process
    0 references
    simulation
    0 references
    estimation
    0 references
    OpenAlex ID
    W2346306061
    0 references
    arXiv ID
    1605.00086
    0 references
    cites work
    Q3229718
    0 references
    Q4937701
    0 references
    Q2778406
    0 references
    Q4740120
    0 references
    Q4865042
    0 references
    Student processes
    0 references
    Q3331506
    0 references
    Q4888858
    0 references
    Q4935978
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1620341&oldid=36448404"
    Powered by MediaWiki