Some further results on the tempered multistable approach (Q1627832)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some further results on the tempered multistable approach
scientific article

    Statements

    Some further results on the tempered multistable approach (English)
    0 references
    3 December 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    tempered multistable process
    0 references
    non-stationarity
    0 references
    dependence
    0 references
    asymmetry
    0 references
    kurtosis
    0 references
    VaR
    0 references
    characteristic function
    0 references
    0 references