Multifractal scenarios for products of geometric Lévy-based stationary models
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Publication:3185980
DOI10.1080/07362994.2016.1164606zbMath1342.60075MaRDI QIDQ3185980
Denis Denisov, Nikolai N. Leonenko
Publication date: 8 August 2016
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/89613/1/SAA_final.pdf
Lévy processes; long-range dependence; stationary processes; short-range dependence; superpositions; multifractal products; geometric Ornstein-Uhlenbeck processes; Rényi function; \(\log\) normal tempered stable scenario; \(\log\)-gamma scenario; \(\log\)-normal scenario; \(\log\)-variance gamma scenario; geometric Gaussian process; multifractal scenarios; scaling of moments
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