Limit theorems for multifractal products of geometric stationary processes (Q726752)
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scientific article
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| English | Limit theorems for multifractal products of geometric stationary processes |
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Limit theorems for multifractal products of geometric stationary processes (English)
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14 July 2016
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limit theorems
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geometric Gaussian processes
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geometric Ornstein-Uhlenbeck processes
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Lévy processes
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long-range dependence
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multifractal products
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Rényi function
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short-range dependence
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stationary processes
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superpositions
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0.8835039734840393
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0.8802326321601868
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0.8260929584503174
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0.8221874833106995
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0.8220622539520264
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