The generalized hyperbolic process

MaRDI QIDQ934264zbMATH OpenFDO

Authors M. T. Alodat, K. M. Aludaat

Publication date 29 July 2008

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processgeneralized hyperbolic processup-crossing

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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(8)

• Fitting Generalized Hyperbolic processes - New insights for generating initial values
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• Rice formula for processes with jumps and applications
• Dynamics of G-processes
• Generalized Bernoulli process: simulation, estimation, and application

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