WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES (Q5244212)
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scientific article; zbMATH DE number 7133760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES |
scientific article; zbMATH DE number 7133760 |
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WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES (English)
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20 November 2019
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Brownian motion
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gamma process
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Lévy process
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subordination
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marked Poisson point process
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Thorin measure
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generalised gamma convolution
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log return
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Fourier inversion
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method of moments
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maximum likelihood estimation
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self-decomposability
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Bessel function
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