Processes of normal inverse Gaussian type (Q1381483)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Processes of normal inverse Gaussian type |
scientific article |
Statements
Processes of normal inverse Gaussian type (English)
0 references
17 March 1998
0 references
background driving Lévy processes
0 references
long range dependence
0 references
Ornstein-Uhlenbeck type
0 references
selfdecomposability
0 references
stochastic volatility
0 references
