Log-Euler's gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes (Q3605792)
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scientific article; zbMATH DE number 5510560
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| English | Log-Euler's gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes |
scientific article; zbMATH DE number 5510560 |
Statements
24 February 2009
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multifractal products
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Ornstein-Uhlenbeck processes
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Lévy processes
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infinitely divisible distribution
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Euler's gamma distribution
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0.845663845539093
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0.8250159621238708
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0.8214232325553894
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0.8087456226348877
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0.8087438344955444
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