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Some further results on the tempered multistable approach - MaRDI portal

Some further results on the tempered multistable approach (Q1627832)

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scientific article; zbMATH DE number 6987768
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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)
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    3 December 2018
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    tempered multistable process
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    non-stationarity
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    dependence
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    asymmetry
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    kurtosis
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    VaR
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    characteristic function
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    Identifiers