An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit |
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An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (English)
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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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