Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201)
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scientific article; zbMATH DE number 5508243
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| English | Multifractality of products of geometric Ornstein-Uhlenbeck-type processes |
scientific article; zbMATH DE number 5508243 |
Statements
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (English)
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16 February 2009
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multifractal products
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long-range dependence
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geometric Ornstein-Uhlenbeck process
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Lévy process
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infinitely divisible distribution
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0.8699491
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0.8577551
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0.8431701
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0.83453745
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0.8240912
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0.81441474
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0.7940643
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