Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341)
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scientific article; zbMATH DE number 6978818
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| default for all languages | No label defined |
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| English | Fractional Brownian motion time-changed by gamma and inverse gamma process |
scientific article; zbMATH DE number 6978818 |
Statements
Fractional Brownian motion time-changed by gamma and inverse gamma process (English)
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13 November 2018
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subordination
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gamma process
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inverse gamma process
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simulation
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estimation
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0.89190674
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0.8652775
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0.8629434
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0.8612249
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0.85809124
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0.8560677
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0.85314953
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0.85307777
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0.8496081
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