An inverse gamma activity time process with noninteger parameters and a self-similar limit (Q2897153)
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scientific article; zbMATH DE number 6053722
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| English | An inverse gamma activity time process with noninteger parameters and a self-similar limit |
scientific article; zbMATH DE number 6053722 |
Statements
8 July 2012
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inverse gamma processes
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\(t\)-distribution
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subordinator model
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long-range dependence
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self similarity
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An inverse gamma activity time process with noninteger parameters and a self-similar limit (English)
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0.940184473991394
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0.7972543835639954
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0.7684411406517029
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0.7479135394096375
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0.744286060333252
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