Stationary-increment Student and variance-gamma processes (Q3410925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary-increment Student and variance-gamma processes |
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Stationary-increment Student and variance-gamma processes (English)
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16 November 2006
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skew-stationary process
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skewness
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martingale
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subordinator
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volatility
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long-range dependence
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t-distribution
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variance-gamma distribution
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Laplace distribution
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self-similarity
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heavy tails
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efficient market
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minimum chi-square estimation
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