Pages that link to "Item:Q5448744"

The following pages link to A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit (Q5448744):

Displaying 10 items.

• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
• An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit (Q2897153) (← links)
• (Q5176519) (← links)
• Autocorrelation Functions (Q5299800) (← links)
• Vector Stochastic Processes with Pólya‐Type Correlation Structure (Q6064689) (← links)
• Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
• Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)