Some further results on the tempered multistable approach (Q1627832)

From MaRDI portal





scientific article; zbMATH DE number 6987768
Language Label Description Also known as
English
Some further results on the tempered multistable approach
scientific article; zbMATH DE number 6987768

    Statements

    Some further results on the tempered multistable approach (English)
    0 references
    3 December 2018
    0 references
    tempered multistable process
    0 references
    non-stationarity
    0 references
    dependence
    0 references
    asymmetry
    0 references
    kurtosis
    0 references
    VaR
    0 references
    characteristic function
    0 references

    Identifiers