Processes of normal inverse Gaussian type (Q1381483)
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scientific article; zbMATH DE number 1129632
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Processes of normal inverse Gaussian type |
scientific article; zbMATH DE number 1129632 |
Statements
Processes of normal inverse Gaussian type (English)
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17 March 1998
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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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0.8772667050361633
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0.7829743027687073
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0.7714400291442871
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