Tempered Hermite process
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Publication:340791
DOI10.15559/15-VMSTA34zbMath1352.60035arXiv1601.01108MaRDI QIDQ340791
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.01108
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
Related Items (2)
Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration
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