The fractional multivariate normal tempered stable process
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Publication:714607
DOI10.1016/j.aml.2012.07.011zbMath1267.60042MaRDI QIDQ714607
Publication date: 11 October 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.07.011
Lévy processes; fractional Brownian motion; long-range dependence; tempered stable process; multivariate fractional normal tempered stable process
60G51: Processes with independent increments; Lévy processes
60G22: Fractional processes, including fractional Brownian motion
60G52: Stable stochastic processes