Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201)
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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)
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16 February 2009
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multifractal products
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long-range dependence
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geometric Ornstein-Uhlenbeck process
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Lévy process
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infinitely divisible distribution
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