Stochastic properties of the linear multifractional stable motion (Q4664084)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2152510
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic properties of the linear multifractional stable motion |
scientific article; zbMATH DE number 2152510 |
Statements
Stochastic properties of the linear multifractional stable motion (English)
0 references
5 April 2005
0 references
linear fractional stable motion
0 references
self-similarity
0 references
multifractional Brownian motion
0 references
local self-similarity
0 references
tangent process
0 references
heavy tail
0 references
0.8675293326377869
0 references
0.8481655716896057
0 references
0.8461071252822876
0 references
0.8161084055900574
0 references
