Some further results on the tempered multistable approach (Q1627832)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some further results on the tempered multistable approach |
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
0 references
0 references